BVT Put 190 PAYC 21.06.2024
/ DE000VM6GNQ1
BVT Put 190 PAYC 21.06.2024/ DE000VM6GNQ1 /
| 14/06/2024 20:03:23 |
Chg.-0.140 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.420EUR |
-3.07% |
-
Bid Size: - |
-
Ask Size: - |
Paycom Software Inc |
190.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
VM6GNQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
190.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
06/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.41 |
| Intrinsic value: |
4.41 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.48 |
| Parity: |
4.41 |
| Time value: |
0.03 |
| Break-even: |
133.09 |
| Moneyness: |
1.33 |
| Premium: |
0.00 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
0.68% |
| Delta: |
-0.95 |
| Theta: |
-0.16 |
| Omega: |
-2.86 |
| Rho: |
-0.03 |
Quote data
| Open: |
4.650 |
| High: |
4.650 |
| Low: |
4.420 |
| Previous Close: |
4.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.51% |
| 1 Month |
|
|
+202.74% |
| 3 Months |
|
|
+192.72% |
| YTD |
|
|
+158.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.560 |
4.190 |
| 1M High / 1M Low: |
4.560 |
1.130 |
| 6M High / 6M Low: |
4.560 |
0.780 |
| High (YTD): |
13/06/2024 |
4.560 |
| Low (YTD): |
09/04/2024 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.866 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.866 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.93% |
| Volatility 6M: |
|
197.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
