BVT Put 200 PGR 20.09.2024
/ DE000VD1SJQ6
BVT Put 200 PGR 20.09.2024/ DE000VD1SJQ6 /
| 08/07/2024 08:57:37 |
Chg.+0.040 |
Bid14:16:12 |
Ask14:16:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+6.06% |
0.670
Bid Size: 13,000 |
0.680
Ask Size: 13,000 |
Progressive Corporat... |
200.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
VD1SJQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
08/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.24 |
| Parity: |
0.59 |
| Time value: |
0.10 |
| Break-even: |
193.10 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-18.17 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.41% |
| 1 Month |
|
|
+4.48% |
| 3 Months |
|
|
-28.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.640 |
| 1M High / 1M Low: |
1.010 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.758 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
