BVT Put 92 OKTA 20.12.2024
/ DE000VD3SKW8
BVT Put 92 OKTA 20.12.2024/ DE000VD3SKW8 /
2024-07-26 4:42:08 PM |
Chg.+0.020 |
Bid4:43:55 PM |
Ask4:43:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
+2.27% |
0.910 Bid Size: 48,000 |
0.930 Ask Size: 48,000 |
Okta Inc |
92.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD3SKW |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Okta Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
92.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.19 |
Intrinsic value: |
0.62 |
Implied volatility: |
0.30 |
Historic volatility: |
0.41 |
Parity: |
0.62 |
Time value: |
0.31 |
Break-even: |
82.70 |
Moneyness: |
1.07 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
2.20% |
Delta: |
-0.58 |
Theta: |
-0.02 |
Omega: |
-5.35 |
Rho: |
-0.24 |
Quote data
Open: |
0.890 |
High: |
0.900 |
Low: |
0.890 |
Previous Close: |
0.880 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.45% |
1 Month |
|
|
-15.09% |
3 Months |
|
|
-24.37% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.790 |
1M High / 1M Low: |
1.060 |
0.670 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.842 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.835 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
128.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |