BVT Call 240 PGR 20.12.2024
/ DE000VD3SA00
BVT Call 240 PGR 20.12.2024/ DE000VD3SA00 /
| 2024-08-06 8:40:49 AM |
Chg.+0.070 |
Bid10:34:30 AM |
Ask10:34:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+8.75% |
0.850
Bid Size: 9,000 |
0.870
Ask Size: 9,000 |
Progressive Corporat... |
240.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
-2.66 |
| Time value: |
0.82 |
| Break-even: |
227.37 |
| Moneyness: |
0.88 |
| Premium: |
0.18 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
1.23% |
| Delta: |
0.33 |
| Theta: |
-0.06 |
| Omega: |
7.85 |
| Rho: |
0.21 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.18% |
| 1 Month |
|
|
+4.82% |
| 3 Months |
|
|
-7.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.690 |
| 1M High / 1M Low: |
1.100 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.814 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
