BVT Put 120 DDOG 20.09.2024
/ DE000VM7SE45
BVT Put 120 DDOG 20.09.2024/ DE000VM7SE45 /
| 2024-08-02 8:07:23 PM |
Chg.+0.290 |
Bid9:58:09 PM |
Ask9:58:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
+22.31% |
-
Bid Size: - |
-
Ask Size: - |
Datadog Inc |
120.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7SE4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Datadog Inc |
| Type: |
Warrant |
| Option type: |
Put |
| 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: |
-8.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.44 |
| Parity: |
0.64 |
| Time value: |
0.63 |
| Break-even: |
98.55 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
-0.55 |
| Theta: |
-0.09 |
| Omega: |
-4.57 |
| Rho: |
-0.10 |
Quote data
| Open: |
1.300 |
| High: |
1.660 |
| Low: |
1.300 |
| Previous Close: |
1.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.43% |
| 1 Month |
|
|
+211.76% |
| 3 Months |
|
|
+29.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
1.020 |
| 1M High / 1M Low: |
1.590 |
0.440 |
| 6M High / 6M Low: |
1.590 |
0.440 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.830 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.138 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.55% |
| Volatility 6M: |
|
168.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
