BVT Put 160 PAYC 21.06.2024/  DE000VM571K9  /

EUWAX
14/06/2024  08:37:53 Chg.+0.31 Bid22:00:05 Ask22:00:05 Underlying Strike price Expiration date Option type
1.80EUR +20.81% -
Bid Size: -
-
Ask Size: -
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: -8.08
Leverage: Yes

Calculated values

Fair value: 1.61
Intrinsic value: 1.61
Implied volatility: 0.66
Historic volatility: 0.48
Parity: 1.61
Time value: 0.04
Break-even: 132.97
Moneyness: 1.12
Premium: 0.00
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 1.85%
Delta: -0.90
Theta: -0.15
Omega: -7.29
Rho: -0.02
 

Quote data

Open: 1.80
High: 1.80
Low: 1.80
Previous Close: 1.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+800.00%
3 Months  
+260.00%
YTD  
+122.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.80 1.33
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:   1.52
Avg. volume 1W:   0.00
Avg. price 1M:   0.75
Avg. volume 1M:   0.00
Avg. price 6M:   0.67
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   670.11%
Volatility 6M:   359.66%
Volatility 1Y:   -
Volatility 3Y:   -