BVT Put 150 PAYC 20.12.2024
/ DE000VD3LVF5
BVT Put 150 PAYC 20.12.2024/ DE000VD3LVF5 /
| 2024-05-02 1:52:02 PM |
Chg.+0.340 |
Bid1:52:02 PM |
Ask1:52:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
+30.63% |
1.450
Bid Size: 8,000 |
1.510
Ask Size: 8,000 |
Paycom Software Inc |
150.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3LVF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.47 |
| Parity: |
-2.38 |
| Time value: |
1.16 |
| Break-even: |
138.40 |
| Moneyness: |
0.86 |
| Premium: |
0.20 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
2.65% |
| Delta: |
-0.26 |
| Theta: |
-0.04 |
| Omega: |
-3.82 |
| Rho: |
-0.36 |
Quote data
| Open: |
1.510 |
| High: |
1.510 |
| Low: |
1.450 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.88% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
1.010 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.097 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
