BVT Call 220 PGR 20.12.2024
/ DE000VD3SAQ1
BVT Call 220 PGR 20.12.2024/ DE000VD3SAQ1 /
| 11/15/2024 7:40:15 PM |
Chg.-0.110 |
Bid9:59:21 PM |
Ask9:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.560EUR |
-3.00% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
220.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3SAQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.62 |
| Intrinsic value: |
3.56 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.19 |
| Parity: |
3.56 |
| Time value: |
0.28 |
| Break-even: |
247.33 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
0.79% |
| Delta: |
0.88 |
| Theta: |
-0.11 |
| Omega: |
5.62 |
| Rho: |
0.17 |
Quote data
| Open: |
3.870 |
| High: |
3.870 |
| Low: |
3.560 |
| Previous Close: |
3.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.10% |
| 1 Month |
|
|
-1.93% |
| 3 Months |
|
|
+36.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.220 |
3.670 |
| 1M High / 1M Low: |
4.220 |
2.510 |
| 6M High / 6M Low: |
4.220 |
1.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.243 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.415 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.98% |
| Volatility 6M: |
|
159.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
