BVT Put 92 OKTA 20.09.2024
/ DE000VM7PDS7
BVT Put 92 OKTA 20.09.2024/ DE000VM7PDS7 /
| 16/08/2024 08:49:36 |
Chg.-0.050 |
Bid14:20:18 |
Ask14:20:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-9.26% |
0.510
Bid Size: 20,000 |
0.530
Ask Size: 20,000 |
Okta Inc |
92.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM7PDS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Okta Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
92.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.41 |
| Parity: |
-0.32 |
| Time value: |
0.52 |
| Break-even: |
78.65 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
1.61 |
| Spread abs.: |
0.02 |
| Spread %: |
4.00% |
| Delta: |
-0.38 |
| Theta: |
-0.09 |
| Omega: |
-6.37 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.67% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
-25.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.540 |
| 1M High / 1M Low: |
1.190 |
0.400 |
| 6M High / 6M Low: |
1.600 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.696 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.776 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.41% |
| Volatility 6M: |
|
175.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
