BVT Call 88 OKTA 20.09.2024
/ DE000VM728V2
BVT Call 88 OKTA 20.09.2024/ DE000VM728V2 /
| 2024-07-26 8:46:46 AM |
Chg.0.00 |
Bid5:35:04 PM |
Ask5:35:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
0.00% |
0.96
Bid Size: 37,000 |
0.98
Ask Size: 37,000 |
Okta Inc |
88.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM728V |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Okta Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 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: |
8.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.41 |
| Parity: |
0.47 |
| Time value: |
0.58 |
| Break-even: |
91.60 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.02 |
| Spread %: |
1.94% |
| Delta: |
0.65 |
| Theta: |
-0.07 |
| Omega: |
5.31 |
| Rho: |
0.07 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.50% |
| 1 Month |
|
|
+30.38% |
| 3 Months |
|
|
-32.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
1.03 |
| 1M High / 1M Low: |
1.45 |
0.71 |
| 6M High / 6M Low: |
2.90 |
0.66 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.91% |
| Volatility 6M: |
|
211.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
