BVT Call 115 OKTA 20.12.2024
/ DE000VD3R3F5
BVT Call 115 OKTA 20.12.2024/ DE000VD3R3F5 /
2024-08-16 8:47:33 AM |
Chg.-0.020 |
Bid2:56:13 PM |
Ask2:56:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
-4.17% |
0.440 Bid Size: 20,000 |
0.460 Ask Size: 20,000 |
Okta Inc |
115.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD3R3F |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Okta Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.41 |
Parity: |
-1.78 |
Time value: |
0.48 |
Break-even: |
109.61 |
Moneyness: |
0.83 |
Premium: |
0.26 |
Premium p.a.: |
0.95 |
Spread abs.: |
0.02 |
Spread %: |
4.35% |
Delta: |
0.33 |
Theta: |
-0.04 |
Omega: |
5.99 |
Rho: |
0.08 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.460 |
Previous Close: |
0.480 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.32% |
1 Month |
|
|
-23.33% |
3 Months |
|
|
-49.45% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.370 |
1M High / 1M Low: |
0.650 |
0.290 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.414 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.447 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
168.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |