BVT Put 190 PAYC 21.06.2024
/ DE000VM6GNQ1
BVT Put 190 PAYC 21.06.2024/ DE000VM6GNQ1 /
| 2024-05-21 8:04:45 PM |
Chg.-0.040 |
Bid9:11:39 AM |
Ask9:11:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
-3.25% |
1.180
Bid Size: 6,000 |
1.310
Ask Size: 6,000 |
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: |
-13.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.47 |
| Parity: |
0.95 |
| Time value: |
0.25 |
| Break-even: |
163.05 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
2.56% |
| Delta: |
-0.69 |
| Theta: |
-0.08 |
| Omega: |
-9.52 |
| Rho: |
-0.10 |
Quote data
| Open: |
1.150 |
| High: |
1.190 |
| Low: |
1.140 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.49% |
| 1 Month |
|
|
-25.16% |
| 3 Months |
|
|
-35.68% |
| YTD |
|
|
-30.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.460 |
1.130 |
| 1M High / 1M Low: |
2.510 |
1.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-02 |
2.510 |
| Low (YTD): |
2024-04-09 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.569 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
