BVT Put 180 PAYC 21.06.2024
/ DE000VM571G7
BVT Put 180 PAYC 21.06.2024/ DE000VM571G7 /
| 2024-06-04 8:38:50 AM |
Chg.+0.12 |
Bid5:59:34 PM |
Ask5:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.22EUR |
+3.87% |
3.02
Bid Size: 24,000 |
3.05
Ask Size: 24,000 |
Paycom Software Inc |
180.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM571G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.20 |
| Intrinsic value: |
3.20 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.47 |
| Parity: |
3.20 |
| Time value: |
0.04 |
| Break-even: |
132.63 |
| Moneyness: |
1.24 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.62% |
| Delta: |
-0.91 |
| Theta: |
-0.08 |
| Omega: |
-3.75 |
| Rho: |
-0.07 |
Quote data
| Open: |
3.22 |
| High: |
3.22 |
| Low: |
3.22 |
| Previous Close: |
3.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+215.69% |
| 1 Month |
|
|
+101.25% |
| 3 Months |
|
|
+153.54% |
| YTD |
|
|
+142.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.10 |
1.02 |
| 1M High / 1M Low: |
3.10 |
0.48 |
| 6M High / 6M Low: |
3.10 |
0.48 |
| High (YTD): |
2024-06-03 |
3.10 |
| Low (YTD): |
2024-05-20 |
0.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
401.70% |
| Volatility 6M: |
|
241.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
