BVT Call 210 PGR 20.12.2024
/ DE000VD3SAR9
BVT Call 210 PGR 20.12.2024/ DE000VD3SAR9 /
| 15/11/2024 08:47:31 |
Chg.-0.32 |
Bid21:30:42 |
Ask21:30:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.56EUR |
-6.56% |
4.49
Bid Size: 14,000 |
4.52
Ask Size: 14,000 |
Progressive Corporat... |
210.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3SAR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.57 |
| Intrinsic value: |
4.51 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.19 |
| Parity: |
4.51 |
| Time value: |
0.24 |
| Break-even: |
246.94 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
0.64% |
| Delta: |
0.91 |
| Theta: |
-0.11 |
| Omega: |
4.68 |
| Rho: |
0.17 |
Quote data
| Open: |
4.56 |
| High: |
4.56 |
| Low: |
4.56 |
| Previous Close: |
4.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.64% |
| 1 Month |
|
|
+6.29% |
| 3 Months |
|
|
+41.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.23 |
4.40 |
| 1M High / 1M Low: |
5.23 |
3.28 |
| 6M High / 6M Low: |
5.23 |
1.46 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.91 |
| Avg. volume 1W: |
|
20 |
| Avg. price 1M: |
|
4.11 |
| Avg. volume 1M: |
|
4.35 |
| Avg. price 6M: |
|
3.05 |
| Avg. volume 6M: |
|
16.03 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.53% |
| Volatility 6M: |
|
165.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
