BVT Put 115 DDOG 20.09.2024
/ DE000VM7SEW1
BVT Put 115 DDOG 20.09.2024/ DE000VM7SEW1 /
| 2024-08-02 7:46:42 PM |
Chg.+0.260 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
+25.00% |
-
Bid Size: - |
-
Ask Size: - |
Datadog Inc |
115.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7SEW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Datadog Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 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: |
-10.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.44 |
| Parity: |
0.18 |
| Time value: |
0.83 |
| Break-even: |
96.52 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.01 |
| Spread %: |
1.00% |
| Delta: |
-0.48 |
| Theta: |
-0.09 |
| Omega: |
-4.94 |
| Rho: |
-0.08 |
Quote data
| Open: |
1.030 |
| High: |
1.330 |
| Low: |
1.030 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.50% |
| 1 Month |
|
|
+251.35% |
| 3 Months |
|
|
+25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.300 |
0.810 |
| 1M High / 1M Low: |
1.300 |
0.320 |
| 6M High / 6M Low: |
1.320 |
0.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.990 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.643 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.940 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.30% |
| Volatility 6M: |
|
176.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
