BVT Call 230 PGR 20.12.2024
/ DE000VD3SAZ2
BVT Call 230 PGR 20.12.2024/ DE000VD3SAZ2 /
| 10/09/2024 10:31:35 |
Chg.+0.060 |
Bid11:27:04 |
Ask11:27:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.980EUR |
+2.05% |
2.950
Bid Size: 5,000 |
3.010
Ask Size: 5,000 |
Progressive Corporat... |
230.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.31 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
1.93 |
| Time value: |
1.01 |
| Break-even: |
237.82 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
0.68% |
| Delta: |
0.73 |
| Theta: |
-0.08 |
| Omega: |
5.64 |
| Rho: |
0.38 |
Quote data
| Open: |
2.980 |
| High: |
2.980 |
| Low: |
2.980 |
| Previous Close: |
2.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.00% |
| 1 Month |
|
|
+132.81% |
| 3 Months |
|
|
+163.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.010 |
2.720 |
| 1M High / 1M Low: |
3.010 |
1.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.299 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
