BVT Put 110 PAYC 20.09.2024
/ DE000VD7KM59
BVT Put 110 PAYC 20.09.2024/ DE000VD7KM59 /
09/08/2024 10:23:39 |
Chg.-0.004 |
Bid10:23:39 |
Ask10:23:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.007EUR |
-36.36% |
- Bid Size: - |
- Ask Size: - |
Paycom Software Inc |
110.00 - |
20/09/2024 |
Put |
Master data
WKN: |
VD7KM5 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Paycom Software Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 - |
Maturity: |
20/09/2024 |
Issue date: |
07/06/2024 |
Last trading day: |
09/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-333.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.71 |
Historic volatility: |
0.44 |
Parity: |
-3.66 |
Time value: |
0.04 |
Break-even: |
109.56 |
Moneyness: |
0.75 |
Premium: |
0.25 |
Premium p.a.: |
40.87 |
Spread abs.: |
0.04 |
Spread %: |
528.57% |
Delta: |
-0.04 |
Theta: |
-0.05 |
Omega: |
-13.35 |
Rho: |
0.00 |
Quote data
Open: |
0.007 |
High: |
0.007 |
Low: |
0.007 |
Previous Close: |
0.011 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-93.58% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.109 |
0.001 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.046 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
5,595.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |