BVT Call 90 OKTA 20.09.2024
/ DE000VM728L3
BVT Call 90 OKTA 20.09.2024/ DE000VM728L3 /
| 2024-07-26 8:46:45 AM |
Chg.+0.010 |
Bid5:34:11 PM |
Ask5:34:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+1.09% |
0.860
Bid Size: 39,000 |
0.880
Ask Size: 39,000 |
Okta Inc |
90.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM728L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Okta Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
9.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.41 |
| Parity: |
0.29 |
| Time value: |
0.65 |
| Break-even: |
92.34 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.02 |
| Spread %: |
2.17% |
| Delta: |
0.61 |
| Theta: |
-0.07 |
| Omega: |
5.60 |
| Rho: |
0.07 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.10% |
| 1 Month |
|
|
+34.78% |
| 3 Months |
|
|
-34.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.920 |
| 1M High / 1M Low: |
1.320 |
0.610 |
| 6M High / 6M Low: |
2.780 |
0.570 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.982 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.980 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.427 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.26% |
| Volatility 6M: |
|
222.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
