BVT Call 200 PGR 20.12.2024
/ DE000VD324J6
BVT Call 200 PGR 20.12.2024/ DE000VD324J6 /
| 2024-08-02 7:51:47 PM |
Chg.+0.040 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.630EUR |
+1.54% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
200.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD324J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.20 |
| Parity: |
1.55 |
| Time value: |
1.22 |
| Break-even: |
211.00 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.36% |
| Delta: |
0.70 |
| Theta: |
-0.07 |
| Omega: |
5.04 |
| Rho: |
0.43 |
Quote data
| Open: |
2.540 |
| High: |
2.770 |
| Low: |
2.540 |
| Previous Close: |
2.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.54% |
| 1 Month |
|
|
+6.48% |
| 3 Months |
|
|
-0.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.680 |
2.490 |
| 1M High / 1M Low: |
3.370 |
2.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.610 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
