BVT Put 120 PAYC 20.09.2024
/ DE000VD1PU92
BVT Put 120 PAYC 20.09.2024/ DE000VD1PU92 /
| 2024-05-15 8:01:18 PM |
Chg.-0.019 |
Bid9:00:13 PM |
Ask9:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.189EUR |
-9.13% |
0.181
Bid Size: 38,000 |
0.206
Ask Size: 38,000 |
Paycom Software Inc |
120.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD1PU9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-70.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.47 |
| Parity: |
-4.14 |
| Time value: |
0.23 |
| Break-even: |
117.72 |
| Moneyness: |
0.74 |
| Premium: |
0.27 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.03 |
| Spread %: |
12.32% |
| Delta: |
-0.10 |
| Theta: |
-0.03 |
| Omega: |
-7.01 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.198 |
| High: |
0.198 |
| Low: |
0.189 |
| Previous Close: |
0.208 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.09% |
| 1 Month |
|
|
-21.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.207 |
| 1M High / 1M Low: |
0.350 |
0.204 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.217 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.273 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
