BVT Call 84 OKTA 20.09.2024
/ DE000VM72700
BVT Call 84 OKTA 20.09.2024/ DE000VM72700 /
| 12/07/2024 13:52:47 |
Chg.-0.020 |
Bid16:03:22 |
Ask16:03:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
-1.57% |
1.320
Bid Size: 31,000 |
1.340
Ask Size: 31,000 |
Okta Inc |
84.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.41 |
| Parity: |
0.85 |
| Time value: |
0.42 |
| Break-even: |
89.95 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
1.60% |
| Delta: |
0.73 |
| Theta: |
-0.05 |
| Omega: |
4.91 |
| Rho: |
0.10 |
Quote data
| Open: |
1.250 |
| High: |
1.250 |
| Low: |
1.250 |
| Previous Close: |
1.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.97% |
| 1 Month |
|
|
+20.19% |
| 3 Months |
|
|
-40.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.580 |
1.210 |
| 1M High / 1M Low: |
1.580 |
0.810 |
| 6M High / 6M Low: |
3.240 |
0.810 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.735 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.71% |
| Volatility 6M: |
|
156.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
