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BVT Put 140 PAYC 21.06.2024/  DE000VM571F9  /

Frankfurt Zert./VONT
2024-06-06  2:04:18 PM Chg.-0.010 Bid4:58:45 PM Ask4:58:45 PM Underlying Strike price Expiration date Option type
0.250EUR -3.85% 0.290
Bid Size: 46,000		 0.310
Ask Size: 46,000		 Paycom Software Inc 140.00 USD 2024-06-21 Put
 

Master data

WKN: VM571F
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Paycom Software Inc
Type: Warrant
Option type: Put
Strike price: 140.00 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: -44.24
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.47
Parity: -0.40
Time value: 0.30
Break-even: 125.75
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 2.48
Spread abs.: 0.02
Spread %: 7.14%
Delta: -0.35
Theta: -0.15
Omega: -15.37
Rho: -0.02
 

Quote data

Open: 0.280
High: 0.280
Low: 0.250
Previous Close: 0.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+316.67%
1 Month  
+371.70%
3 Months
  -37.50%
YTD
  -47.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.060
1M High / 1M Low: 0.310 0.001
6M High / 6M Low: 0.760 0.001
High (YTD): 2024-01-03 0.610
Low (YTD): 2024-05-21 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   0.309
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   4,537.00%
Volatility 6M:   1,921.95%
Volatility 1Y:   -
Volatility 3Y:   -