BVT Call 290 PGR 21.03.2025
/ DE000VC2Y396
BVT Call 290 PGR 21.03.2025/ DE000VC2Y396 /
10/18/2024 7:52:49 PM |
Chg.-0.070 |
Bid9:55:23 PM |
Ask9:55:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
-11.86% |
- Bid Size: - |
- Ask Size: - |
Progressive Corporat... |
290.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
VC2Y39 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
290.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
8/29/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
39.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
-3.58 |
Time value: |
0.58 |
Break-even: |
272.64 |
Moneyness: |
0.87 |
Premium: |
0.18 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.03 |
Spread %: |
5.45% |
Delta: |
0.26 |
Theta: |
-0.05 |
Omega: |
10.25 |
Rho: |
0.22 |
Quote data
Open: |
0.590 |
High: |
0.620 |
Low: |
0.520 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-24.64% |
1 Month |
|
|
-38.82% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.700 |
0.520 |
1M High / 1M Low: |
0.930 |
0.520 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.614 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.750 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
157.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |