BVT Call 240 PGR 20.12.2024
/ DE000VD3SA00
BVT Call 240 PGR 20.12.2024/ DE000VD3SA00 /
| 11/15/2024 7:51:13 PM |
Chg.-0.140 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.890EUR |
-6.90% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
240.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
1.50 |
| Time value: |
0.47 |
| Break-even: |
247.67 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
1.55% |
| Delta: |
0.75 |
| Theta: |
-0.13 |
| Omega: |
9.26 |
| Rho: |
0.15 |
Quote data
| Open: |
2.170 |
| High: |
2.170 |
| Low: |
1.890 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.25% |
| 1 Month |
|
|
-3.57% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.540 |
1.890 |
| 1M High / 1M Low: |
2.540 |
1.200 |
| 6M High / 6M Low: |
2.610 |
0.570 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.736 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.402 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.48% |
| Volatility 6M: |
|
190.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
