BVT Put 170 PAYC 21.06.2024
/ DE000VM571H5
BVT Put 170 PAYC 21.06.2024/ DE000VM571H5 /
2024-05-22 8:38:58 AM |
Chg.0.000 |
Bid9:35:06 AM |
Ask9:35:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
0.00% |
0.240 Bid Size: 10,000 |
0.280 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: |
-61.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.47 |
Parity: |
-0.89 |
Time value: |
0.27 |
Break-even: |
153.92 |
Moneyness: |
0.95 |
Premium: |
0.07 |
Premium p.a.: |
1.28 |
Spread abs.: |
0.03 |
Spread %: |
12.50% |
Delta: |
-0.26 |
Theta: |
-0.08 |
Omega: |
-15.96 |
Rho: |
-0.04 |
Quote data
Open: |
0.240 |
High: |
0.240 |
Low: |
0.240 |
Previous Close: |
0.240 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-44.19% |
1 Month |
|
|
-75.00% |
3 Months |
|
|
-76.47% |
YTD |
|
|
-77.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.218 |
1M High / 1M Low: |
1.360 |
0.218 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-02-08 |
1.450 |
Low (YTD): |
2024-05-20 |
0.218 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.302 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.645 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
399.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |