BVT Put 140 PAYC 20.09.2024
/ DE000VM72WF8
BVT Put 140 PAYC 20.09.2024/ DE000VM72WF8 /
| 2024-05-02 2:00:37 PM |
Chg.+0.310 |
Bid2:11:46 PM |
Ask2:11:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+55.36% |
0.860
Bid Size: 8,000 |
0.900
Ask Size: 8,000 |
Paycom Software Inc |
140.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM72WF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.47 |
| Parity: |
-4.31 |
| Time value: |
0.64 |
| Break-even: |
124.23 |
| Moneyness: |
0.75 |
| Premium: |
0.29 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.03 |
| Spread %: |
4.92% |
| Delta: |
-0.16 |
| Theta: |
-0.05 |
| Omega: |
-4.32 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.870 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.85% |
| 1 Month |
|
|
+97.73% |
| 3 Months |
|
|
+11.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.530 |
| 1M High / 1M Low: |
0.670 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
