BVT Call 84 OKTA 20.09.2024
/ DE000VM72700
BVT Call 84 OKTA 20.09.2024/ DE000VM72700 /
| 2024-08-09 4:52:22 PM |
Chg.+0.070 |
Bid7:02:31 PM |
Ask7:02:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+7.00% |
1.060
Bid Size: 39,000 |
1.080
Ask Size: 39,000 |
Okta Inc |
84.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7270 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Okta Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 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: |
8.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.41 |
| Parity: |
0.43 |
| Time value: |
0.56 |
| Break-even: |
86.86 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.02 |
| Spread %: |
2.06% |
| Delta: |
0.64 |
| Theta: |
-0.09 |
| Omega: |
5.27 |
| Rho: |
0.05 |
Quote data
| Open: |
0.980 |
| High: |
1.070 |
| Low: |
0.960 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.30% |
| 1 Month |
|
|
-18.94% |
| 3 Months |
|
|
-43.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.670 |
| 1M High / 1M Low: |
1.740 |
0.670 |
| 6M High / 6M Low: |
3.240 |
0.670 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.246 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.724 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.74% |
| Volatility 6M: |
|
171.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
