BVT Put 190 PAYC 21.06.2024
/ DE000VM6GNQ1
BVT Put 190 PAYC 21.06.2024/ DE000VM6GNQ1 /
| 2024-06-07 5:04:34 PM |
Chg.-0.040 |
Bid7:58:07 PM |
Ask7:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.030EUR |
-0.98% |
4.110
Bid Size: 24,000 |
4.140
Ask Size: 24,000 |
Paycom Software Inc |
190.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM6GNQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
190.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.11 |
| Intrinsic value: |
4.11 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.47 |
| Parity: |
4.11 |
| Time value: |
0.04 |
| Break-even: |
132.94 |
| Moneyness: |
1.31 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.48% |
| Delta: |
-0.93 |
| Theta: |
-0.09 |
| Omega: |
-2.99 |
| Rho: |
-0.06 |
Quote data
| Open: |
4.090 |
| High: |
4.100 |
| Low: |
4.030 |
| Previous Close: |
4.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.47% |
| 1 Month |
|
|
+176.03% |
| 3 Months |
|
|
+114.36% |
| YTD |
|
|
+135.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.140 |
4.010 |
| 1M High / 1M Low: |
4.140 |
1.130 |
| 6M High / 6M Low: |
4.140 |
0.780 |
| High (YTD): |
2024-06-05 |
4.140 |
| Low (YTD): |
2024-04-09 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.166 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.765 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.69% |
| Volatility 6M: |
|
197.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
