BVT Call 220 PGR 20.06.2025
/ DE000VD9N146
BVT Call 220 PGR 20.06.2025/ DE000VD9N146 /
| 2024-11-15 7:52:04 PM |
Chg.-0.090 |
Bid9:59:17 PM |
Ask9:59:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.830EUR |
-1.83% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
220.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD9N14 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-10 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.98 |
| Intrinsic value: |
3.40 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
3.40 |
| Time value: |
1.53 |
| Break-even: |
258.27 |
| Moneyness: |
1.16 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
0.61% |
| Delta: |
0.76 |
| Theta: |
-0.06 |
| Omega: |
3.77 |
| Rho: |
0.81 |
Quote data
| Open: |
4.900 |
| High: |
5.020 |
| Low: |
4.830 |
| Previous Close: |
4.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.40% |
| 1 Month |
|
|
+3.87% |
| 3 Months |
|
|
+33.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.400 |
4.830 |
| 1M High / 1M Low: |
5.400 |
3.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.431 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
