BVT Call 220 PGR 20.09.2024
/ DE000VD0NMD1
BVT Call 220 PGR 20.09.2024/ DE000VD0NMD1 /
| 2024-08-05 3:51:24 PM |
Chg.- |
Bid8:23:06 AM |
Ask8:23:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
- |
0.810
Bid Size: 5,000 |
0.890
Ask Size: 5,000 |
Progressive Corporat... |
220.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD0NMD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
-0.28 |
| Time value: |
0.88 |
| Break-even: |
210.43 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.01 |
| Spread %: |
1.15% |
| Delta: |
0.49 |
| Theta: |
-0.11 |
| Omega: |
11.15 |
| Rho: |
0.11 |
Quote data
| Open: |
0.420 |
| High: |
0.720 |
| Low: |
0.420 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.46% |
| 1 Month |
|
|
-16.28% |
| 3 Months |
|
|
-32.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.620 |
| 1M High / 1M Low: |
1.290 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.825 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
420.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
