BVT Call 220 PGR 21.03.2025
/ DE000VD9N2S8
BVT Call 220 PGR 21.03.2025/ DE000VD9N2S8 /
| 2024-11-15 7:44:51 PM |
Chg.-0.070 |
Bid9:59:14 PM |
Ask9:59:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.180EUR |
-1.65% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
220.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VD9N2S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-10 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.70 |
| Intrinsic value: |
3.40 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
3.40 |
| Time value: |
0.86 |
| Break-even: |
251.57 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
0.71% |
| Delta: |
0.80 |
| Theta: |
-0.07 |
| Omega: |
4.58 |
| Rho: |
0.52 |
Quote data
| Open: |
4.420 |
| High: |
4.420 |
| Low: |
4.180 |
| Previous Close: |
4.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
+6.09% |
| 3 Months |
|
|
+38.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.750 |
4.180 |
| 1M High / 1M Low: |
4.750 |
3.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.799 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
