BVT Put 76 OKTA 20.12.2024
/ DE000VD3YF56
BVT Put 76 OKTA 20.12.2024/ DE000VD3YF56 /
| 11/8/2024 10:22:53 AM |
Chg.+0.010 |
Bid10:22:53 AM |
Ask10:22:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+1.92% |
0.530
Bid Size: 15,000 |
0.550
Ask Size: 15,000 |
Okta Inc |
76.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD3YF5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Okta Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
76.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/12/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.40 |
| Parity: |
0.45 |
| Time value: |
0.09 |
| Break-even: |
70.60 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
3.85% |
| Delta: |
-0.71 |
| Theta: |
-0.02 |
| Omega: |
-9.43 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.39% |
| 1 Month |
|
|
-22.06% |
| 3 Months |
|
|
+10.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.520 |
| 1M High / 1M Low: |
0.790 |
0.460 |
| 6M High / 6M Low: |
0.830 |
0.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.618 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.476 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.51% |
| Volatility 6M: |
|
178.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
