BVT Put 180 PAYC 21.06.2024
/ DE000VM571G7
BVT Put 180 PAYC 21.06.2024/ DE000VM571G7 /
2024-05-22 1:50:10 PM |
Chg.-0.020 |
Bid2:58:31 PM |
Ask2:58:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
-3.39% |
0.570 Bid Size: 15,000 |
0.640 Ask Size: 15,000 |
Paycom Software Inc |
180.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
VM571G |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Paycom Software Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
180.00 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: |
-28.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.88 |
Intrinsic value: |
0.03 |
Implied volatility: |
0.32 |
Historic volatility: |
0.47 |
Parity: |
0.03 |
Time value: |
0.56 |
Break-even: |
159.94 |
Moneyness: |
1.00 |
Premium: |
0.03 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.03 |
Spread %: |
5.36% |
Delta: |
-0.48 |
Theta: |
-0.09 |
Omega: |
-13.36 |
Rho: |
-0.07 |
Quote data
Open: |
0.560 |
High: |
0.570 |
Low: |
0.560 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-27.85% |
1 Month |
|
|
-51.28% |
3 Months |
|
|
-58.99% |
YTD |
|
|
-57.46% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.570 |
1M High / 1M Low: |
1.750 |
0.570 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-05 |
1.810 |
Low (YTD): |
2024-04-09 |
0.530 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.642 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.994 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
316.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |