BVT Put 170 PAYC 21.06.2024
/ DE000VM571H5
BVT Put 170 PAYC 21.06.2024/ DE000VM571H5 /
| 6/4/2024 8:38:50 AM |
Chg.+0.12 |
Bid8:07:21 PM |
Ask8:07:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.32EUR |
+5.45% |
2.16
Bid Size: 24,000 |
2.19
Ask Size: 24,000 |
Paycom Software Inc |
170.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VM571H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
2.28 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.47 |
| Parity: |
2.28 |
| Time value: |
0.06 |
| Break-even: |
132.46 |
| Moneyness: |
1.17 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.86% |
| Delta: |
-0.88 |
| Theta: |
-0.08 |
| Omega: |
-5.03 |
| Rho: |
-0.07 |
Quote data
| Open: |
2.32 |
| High: |
2.32 |
| Low: |
2.32 |
| Previous Close: |
2.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+404.35% |
| 1 Month |
|
|
+134.34% |
| 3 Months |
|
|
+152.17% |
| YTD |
|
|
+120.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.20 |
0.46 |
| 1M High / 1M Low: |
2.20 |
0.21 |
| 6M High / 6M Low: |
2.20 |
0.21 |
| High (YTD): |
6/3/2024 |
2.20 |
| Low (YTD): |
5/23/2024 |
0.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
520.89% |
| Volatility 6M: |
|
286.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
