BVT Call 86 OKTA 20.09.2024
/ DE000VM72833
BVT Call 86 OKTA 20.09.2024/ DE000VM72833 /
| 12/07/2024 14:03:51 |
Chg.+0.010 |
Bid16:39:09 |
Ask16:39:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
+0.90% |
1.240
Bid Size: 33,000 |
1.260
Ask Size: 33,000 |
Okta Inc |
86.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM7283 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Okta Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 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: |
7.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.41 |
| Parity: |
0.67 |
| Time value: |
0.47 |
| Break-even: |
90.49 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
1.79% |
| Delta: |
0.69 |
| Theta: |
-0.05 |
| Omega: |
5.22 |
| Rho: |
0.09 |
Quote data
| Open: |
1.110 |
| High: |
1.120 |
| Low: |
1.110 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.15% |
| 1 Month |
|
|
+20.43% |
| 3 Months |
|
|
-41.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.440 |
1.100 |
| 1M High / 1M Low: |
1.440 |
0.710 |
| 6M High / 6M Low: |
3.090 |
0.710 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.012 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.617 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.36% |
| Volatility 6M: |
|
163.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
