BVT Put 75 OKTA 20.12.2024/  DE000VD49QW2  /

Frankfurt Zert./VONT
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:   -