BVT Call 82 OKTA 20.09.2024
/ DE000VM727Z5
BVT Call 82 OKTA 20.09.2024/ DE000VM727Z5 /
| 2024-07-05 2:02:53 PM |
Chg.0.000 |
Bid3:08:03 PM |
Ask3:08:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.410EUR |
0.00% |
1.410
Bid Size: 12,000 |
1.440
Ask Size: 12,000 |
Okta Inc |
82.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM727Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Okta Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.41 |
| Parity: |
1.09 |
| Time value: |
0.35 |
| Break-even: |
90.25 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
2.13% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
4.65 |
| Rho: |
0.11 |
Quote data
| Open: |
1.420 |
| High: |
1.420 |
| Low: |
1.410 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.71% |
| 1 Month |
|
|
+24.78% |
| 3 Months |
|
|
-40.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.450 |
1.400 |
| 1M High / 1M Low: |
1.450 |
0.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
