BVT Call 230 PGR 20.12.2024
/ DE000VD3SAZ2
BVT Call 230 PGR 20.12.2024/ DE000VD3SAZ2 /
| 2024-08-05 2:05:07 PM |
Chg.-0.040 |
Bid3:38:40 PM |
Ask3:38:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
-3.57% |
1.100
Bid Size: 34,000 |
1.110
Ask Size: 0 |
Progressive Corporat... |
230.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SAZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
-1.20 |
| Time value: |
1.19 |
| Break-even: |
222.70 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.45 |
| Theta: |
-0.06 |
| Omega: |
7.51 |
| Rho: |
0.29 |
Quote data
| Open: |
0.910 |
| High: |
1.080 |
| Low: |
0.910 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.89% |
| 1 Month |
|
|
+11.34% |
| 3 Months |
|
|
-10.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.980 |
| 1M High / 1M Low: |
1.520 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
