BVT Put 180 PAYC 21.06.2024
/ DE000VM571G7
BVT Put 180 PAYC 21.06.2024/ DE000VM571G7 /
| 2024-05-22 8:38:58 AM |
Chg.+0.010 |
Bid4:14:25 PM |
Ask4:14:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+1.82% |
0.590
Bid Size: 37,000 |
0.620
Ask Size: 37,000 |
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: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.12% |
| 1 Month |
|
|
-57.25% |
| 3 Months |
|
|
-59.42% |
| YTD |
|
|
-57.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.480 |
| 1M High / 1M Low: |
1.880 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-02 |
1.880 |
| Low (YTD): |
2024-05-20 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.044 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
371.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
