BVT Call 120 DDOG 20.09.2024
/ DE000VM7SFC0
BVT Call 120 DDOG 20.09.2024/ DE000VM7SFC0 /
| 2024-08-02 8:22:21 AM |
Chg.-0.090 |
Bid9:13:12 PM |
Ask9:13:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-11.84% |
0.570
Bid Size: 108,000 |
0.580
Ask Size: 108,000 |
Datadog Inc |
120.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7SFC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Datadog Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.44 |
| Parity: |
-0.64 |
| Time value: |
0.72 |
| Break-even: |
118.45 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
1.48 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
0.45 |
| Theta: |
-0.10 |
| Omega: |
6.58 |
| Rho: |
0.05 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.53% |
| 1 Month |
|
|
-58.39% |
| 3 Months |
|
|
-66.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.760 |
| 1M High / 1M Low: |
1.880 |
0.760 |
| 6M High / 6M Low: |
3.270 |
0.600 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.715 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.56% |
| Volatility 6M: |
|
163.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
