BVT Put 105 3QD 20.12.2024
/ DE000VD21JT2
BVT Put 105 3QD 20.12.2024/ DE000VD21JT2 /
| 2024-09-06 7:55:53 PM |
Chg.+0.160 |
Bid8:54:09 AM |
Ask8:54:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+22.22% |
0.820
Bid Size: 17,000 |
0.850
Ask Size: 17,000 |
DATADOG INC. A DL-,... |
105.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD21JT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
DATADOG INC. A DL-,00001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.41 |
| Parity: |
0.83 |
| Time value: |
0.02 |
| Break-even: |
96.50 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
1.19% |
| Delta: |
-0.76 |
| Theta: |
-0.01 |
| Omega: |
-8.67 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.760 |
| High: |
0.880 |
| Low: |
0.760 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.96% |
| 1 Month |
|
|
+3.53% |
| 3 Months |
|
|
-13.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.540 |
| 1M High / 1M Low: |
0.880 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.640 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
