BVT Put 170 PAYC 21.06.2024
/ DE000VM571H5
BVT Put 170 PAYC 21.06.2024/ DE000VM571H5 /
2024-06-10 1:43:03 PM |
Chg.+0.040 |
Bid1:46:56 PM |
Ask1:46:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.330EUR |
+1.75% |
2.320 Bid Size: 10,000 |
2.430 Ask Size: 10,000 |
Paycom Software Inc |
170.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
VM571H |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Paycom Software Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
170.00 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: |
-5.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.29 |
Intrinsic value: |
2.29 |
Implied volatility: |
0.66 |
Historic volatility: |
0.48 |
Parity: |
2.29 |
Time value: |
0.05 |
Break-even: |
134.32 |
Moneyness: |
1.17 |
Premium: |
0.00 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.03 |
Spread %: |
1.30% |
Delta: |
-0.90 |
Theta: |
-0.11 |
Omega: |
-5.20 |
Rho: |
-0.04 |
Quote data
Open: |
2.330 |
High: |
2.330 |
Low: |
2.330 |
Previous Close: |
2.290 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.10% |
1 Month |
|
|
+348.08% |
3 Months |
|
|
+111.82% |
YTD |
|
|
+117.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.290 |
2.210 |
1M High / 1M Low: |
2.290 |
0.230 |
6M High / 6M Low: |
2.290 |
0.230 |
High (YTD): |
2024-06-07 |
2.290 |
Low (YTD): |
2024-05-22 |
0.230 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.258 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.965 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.944 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
482.80% |
Volatility 6M: |
|
271.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |