BVT Put 130 3QD 20.12.2024
/ DE000VD323C3
BVT Put 130 3QD 20.12.2024/ DE000VD323C3 /
| 09/07/2024 16:50:49 |
Chg.+0.200 |
Bid18:04:40 |
Ask18:04:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.490EUR |
+15.50% |
1.470
Bid Size: 88,000 |
1.480
Ask Size: 88,000 |
DATADOG INC. A DL-,... |
130.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD323C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
DATADOG INC. A DL-,00001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
15/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.45 |
| Parity: |
0.78 |
| Time value: |
0.50 |
| Break-even: |
117.20 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
-0.55 |
| Theta: |
-0.02 |
| Omega: |
-5.28 |
| Rho: |
-0.36 |
Quote data
| Open: |
1.270 |
| High: |
1.490 |
| Low: |
1.270 |
| Previous Close: |
1.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.74% |
| 1 Month |
|
|
-36.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
1.210 |
| 1M High / 1M Low: |
2.180 |
1.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.718 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
