BVT Put 160 PAYC 21.06.2024
/ DE000VM571K9
BVT Put 160 PAYC 21.06.2024/ DE000VM571K9 /
| 19/06/2024 08:38:24 |
Chg.+0.11 |
Bid14:44:05 |
Ask14:44:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
+7.01% |
1.71
Bid Size: 10,000 |
1.81
Ask Size: 10,000 |
Paycom Software Inc |
160.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
VM571K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.48 |
| Parity: |
1.73 |
| Time value: |
0.00 |
| Break-even: |
131.69 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.17% |
| Delta: |
-0.98 |
| Theta: |
-0.09 |
| Omega: |
-7.44 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.68 |
| Previous Close: |
1.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
+1427.27% |
| 3 Months |
|
|
+273.33% |
| YTD |
|
|
+107.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.80 |
1.49 |
| 1M High / 1M Low: |
1.80 |
0.08 |
| 6M High / 6M Low: |
1.80 |
0.08 |
| High (YTD): |
14/06/2024 |
1.80 |
| Low (YTD): |
23/05/2024 |
0.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
652.42% |
| Volatility 6M: |
|
359.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
