BVT Call 82 OKTA 20.09.2024
/ DE000VM727Z5
BVT Call 82 OKTA 20.09.2024/ DE000VM727Z5 /
| 2024-07-26 8:46:45 AM |
Chg.+0.01 |
Bid5:22:50 PM |
Ask5:22:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
+0.72% |
1.35
Bid Size: 31,000 |
1.37
Ask Size: 31,000 |
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: |
6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.41 |
| Parity: |
1.02 |
| Time value: |
0.40 |
| Break-even: |
89.77 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
1.43% |
| Delta: |
0.75 |
| Theta: |
-0.06 |
| Omega: |
4.52 |
| Rho: |
0.08 |
Quote data
| Open: |
1.40 |
| High: |
1.40 |
| Low: |
1.40 |
| Previous Close: |
1.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
+23.89% |
| 3 Months |
|
|
-25.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.39 |
| 1M High / 1M Low: |
1.88 |
1.03 |
| 6M High / 6M Low: |
3.30 |
0.97 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.73% |
| Volatility 6M: |
|
186.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
