BVT Put 170 PAYC 21.06.2024
/ DE000VM571H5
BVT Put 170 PAYC 21.06.2024/ DE000VM571H5 /
| 2024-05-15 8:38:48 AM |
Chg.-0.060 |
Bid9:09:12 PM |
Ask9:09:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-12.24% |
0.370
Bid Size: 38,000 |
0.400
Ask Size: 38,000 |
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: |
-32.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.47 |
| Parity: |
-0.42 |
| Time value: |
0.49 |
| Break-even: |
152.31 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.03 |
| Spread %: |
6.52% |
| Delta: |
-0.37 |
| Theta: |
-0.08 |
| Omega: |
-12.25 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.42% |
| 1 Month |
|
|
-21.82% |
| 3 Months |
|
|
-51.69% |
| YTD |
|
|
-59.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.470 |
| 1M High / 1M Low: |
1.360 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-08 |
1.450 |
| Low (YTD): |
2024-04-10 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.757 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
396.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
