BVT Put 75 OKTA 20.12.2024
/ DE000VD49QW2
BVT Put 75 OKTA 20.12.2024/ DE000VD49QW2 /
2024-11-08 10:14:22 AM |
Chg.+0.010 |
Bid1:04:45 PM |
Ask1:04:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
+2.08% |
0.500 Bid Size: 15,000 |
0.520 Ask Size: 15,000 |
Okta Inc |
75.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD49QW |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Okta Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
75.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-05-02 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.32 |
Historic volatility: |
0.40 |
Parity: |
0.35 |
Time value: |
0.15 |
Break-even: |
70.00 |
Moneyness: |
1.05 |
Premium: |
0.02 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.02 |
Spread %: |
4.17% |
Delta: |
-0.64 |
Theta: |
-0.03 |
Omega: |
-9.17 |
Rho: |
-0.06 |
Quote data
Open: |
0.490 |
High: |
0.490 |
Low: |
0.490 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-26.87% |
1 Month |
|
|
-22.22% |
3 Months |
|
|
+6.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.480 |
1M High / 1M Low: |
0.730 |
0.420 |
6M High / 6M Low: |
0.780 |
0.216 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.590 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.571 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.443 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
147.15% |
Volatility 6M: |
|
173.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |