BVT Put 130 3QD 20.06.2025
/ DE000VD9B6B9
BVT Put 130 3QD 20.06.2025/ DE000VD9B6B9 /
10/11/2024 2:02:30 PM |
Chg.-0.020 |
Bid4:55:17 PM |
Ask4:55:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.650EUR |
-1.20% |
1.600 Bid Size: 90,000 |
1.610 Ask Size: 90,000 |
DATADOG INC. A DL-,... |
130.00 - |
6/20/2025 |
Put |
Master data
WKN: |
VD9B6B |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
DATADOG INC. A DL-,00001 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 - |
Maturity: |
6/20/2025 |
Issue date: |
7/5/2024 |
Last trading day: |
6/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.08 |
Intrinsic value: |
1.10 |
Implied volatility: |
0.30 |
Historic volatility: |
0.41 |
Parity: |
1.10 |
Time value: |
0.55 |
Break-even: |
113.50 |
Moneyness: |
1.09 |
Premium: |
0.05 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.61% |
Delta: |
-0.56 |
Theta: |
-0.02 |
Omega: |
-4.03 |
Rho: |
-0.57 |
Quote data
Open: |
1.650 |
High: |
1.650 |
Low: |
1.650 |
Previous Close: |
1.670 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-14.95% |
1 Month |
|
|
-37.97% |
3 Months |
|
|
-19.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.940 |
1.670 |
1M High / 1M Low: |
2.660 |
1.670 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.832 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.195 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.14% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |