BVT Call 240 PGR 20.12.2024
/ DE000VD3SA00
BVT Call 240 PGR 20.12.2024/ DE000VD3SA00 /
| 05/08/2024 10:24:15 |
Chg.-0.180 |
Bid12:41:18 |
Ask12:41:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-21.18% |
0.690
Bid Size: 9,000 |
0.730
Ask Size: 0 |
Progressive Corporat... |
240.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3SA0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 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: |
22.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
-2.11 |
| Time value: |
0.90 |
| Break-even: |
228.96 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.37 |
| Theta: |
-0.06 |
| Omega: |
8.12 |
| Rho: |
0.24 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.10% |
| 1 Month |
|
|
-6.94% |
| 3 Months |
|
|
-28.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.710 |
| 1M High / 1M Low: |
1.130 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.809 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
