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: |
|
- |