BVT Put 200 PAYC 21.06.2024
/ DE000VM76HY1
BVT Put 200 PAYC 21.06.2024/ DE000VM76HY1 /
| 2024-06-04 5:00:40 PM |
Chg.-0.160 |
Bid6:52:22 PM |
Ask6:52:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.780EUR |
-3.24% |
4.840
Bid Size: 24,000 |
4.870
Ask Size: 24,000 |
Paycom Software Inc |
200.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM76HY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.03 |
| Intrinsic value: |
5.03 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.47 |
| Parity: |
5.03 |
| Time value: |
0.04 |
| Break-even: |
132.66 |
| Moneyness: |
1.38 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.40% |
| Delta: |
-0.93 |
| Theta: |
-0.08 |
| Omega: |
-2.45 |
| Rho: |
-0.08 |
Quote data
| Open: |
5.080 |
| High: |
5.080 |
| Low: |
4.780 |
| Previous Close: |
4.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.70% |
| 1 Month |
|
|
+70.11% |
| 3 Months |
|
|
+77.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.010 |
2.920 |
| 1M High / 1M Low: |
5.010 |
1.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.980 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.706 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
