BVT Call 84 OKTA 20.09.2024
/ DE000VM72700
BVT Call 84 OKTA 20.09.2024/ DE000VM72700 /
| 2024-07-26 8:46:46 AM |
Chg.+0.01 |
Bid4:46:23 PM |
Ask4:46:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
+0.79% |
1.23
Bid Size: 32,000 |
1.25
Ask Size: 32,000 |
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: |
6.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.41 |
| Parity: |
0.84 |
| Time value: |
0.45 |
| Break-even: |
90.31 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.02 |
| Spread %: |
1.57% |
| Delta: |
0.72 |
| Theta: |
-0.07 |
| Omega: |
4.77 |
| Rho: |
0.07 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.51% |
| 1 Month |
|
|
+25.74% |
| 3 Months |
|
|
-27.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.26 |
| 1M High / 1M Low: |
1.73 |
0.92 |
| 6M High / 6M Low: |
3.19 |
0.85 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.77 |
| Avg. volume 6M: |
|
11.81 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.90% |
| Volatility 6M: |
|
201.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
