BVT Call 92 OKTA 20.09.2024
/ DE000VM7PD56
BVT Call 92 OKTA 20.09.2024/ DE000VM7PD56 /
2024-07-26 1:44:37 PM |
Chg.-0.020 |
Bid4:01:48 PM |
Ask4:01:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
-2.27% |
0.900 Bid Size: 40,000 |
0.920 Ask Size: 40,000 |
Okta Inc |
92.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM7PD5 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Okta Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
92.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-02 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.10 |
Implied volatility: |
0.58 |
Historic volatility: |
0.41 |
Parity: |
0.10 |
Time value: |
0.74 |
Break-even: |
93.18 |
Moneyness: |
1.01 |
Premium: |
0.09 |
Premium p.a.: |
0.71 |
Spread abs.: |
0.02 |
Spread %: |
2.44% |
Delta: |
0.58 |
Theta: |
-0.07 |
Omega: |
5.88 |
Rho: |
0.06 |
Quote data
Open: |
0.850 |
High: |
0.860 |
Low: |
0.850 |
Previous Close: |
0.880 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+59.26% |
3 Months |
|
|
-28.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.860 |
1M High / 1M Low: |
1.210 |
0.540 |
6M High / 6M Low: |
2.720 |
0.460 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.902 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.881 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.307 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
200.89% |
Volatility 6M: |
|
184.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |