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: |
|
- |