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 |
Bid2:44:30 PM |
Ask2:44:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-2.27% |
0.870
Bid Size: 16,000 |
0.900
Ask Size: 16,000 |
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: |
|
- |
