BVT Put 92 OKTA 20.12.2024
/ DE000VD3SKW8
BVT Put 92 OKTA 20.12.2024/ DE000VD3SKW8 /
| 8/9/2024 7:41:02 PM |
Chg.-0.100 |
Bid8:17:01 PM |
Ask8:17:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
-8.93% |
1.030
Bid Size: 50,000 |
1.050
Ask Size: 50,000 |
Okta Inc |
92.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD3SKW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Okta Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
92.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.41 |
| Parity: |
1.08 |
| Time value: |
0.07 |
| Break-even: |
80.50 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
1.77% |
| Delta: |
-0.73 |
| Theta: |
-0.01 |
| Omega: |
-5.19 |
| Rho: |
-0.26 |
Quote data
| Open: |
1.120 |
| High: |
1.130 |
| Low: |
1.020 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.70% |
| 1 Month |
|
|
+21.43% |
| 3 Months |
|
|
+2.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.120 |
| 1M High / 1M Low: |
1.420 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.939 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
