BVT Call 220 PAYC 20.09.2024
/ DE000VM7NRR4
BVT Call 220 PAYC 20.09.2024/ DE000VM7NRR4 /
2024-05-16 8:04:33 PM |
Chg.+0.060 |
Bid9:59:19 PM |
Ask9:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
+11.76% |
- Bid Size: - |
- Ask Size: - |
Paycom Software Inc |
220.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM7NRR |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Paycom Software Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-02 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
28.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.68 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.47 |
Parity: |
-3.91 |
Time value: |
0.57 |
Break-even: |
207.75 |
Moneyness: |
0.81 |
Premium: |
0.27 |
Premium p.a.: |
1.01 |
Spread abs.: |
0.03 |
Spread %: |
5.56% |
Delta: |
0.26 |
Theta: |
-0.06 |
Omega: |
7.32 |
Rho: |
0.13 |
Quote data
Open: |
0.550 |
High: |
0.610 |
Low: |
0.550 |
Previous Close: |
0.510 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+21.28% |
1 Month |
|
|
-55.47% |
3 Months |
|
|
-67.05% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.470 |
1M High / 1M Low: |
1.480 |
0.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.524 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.893 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
276.20% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |