BVT Put 200 PGR 20.09.2024
/ DE000VD1SJQ6
BVT Put 200 PGR 20.09.2024/ DE000VD1SJQ6 /
| 01/08/2024 08:57:17 |
Chg.+0.040 |
Bid18:32:40 |
Ask18:32:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+11.11% |
0.390
Bid Size: 33,000 |
0.400
Ask Size: 33,000 |
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: |
-52.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.20 |
| Parity: |
0.22 |
| Time value: |
0.16 |
| Break-even: |
196.20 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
-0.55 |
| Theta: |
-0.02 |
| Omega: |
-28.72 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.56% |
| 1 Month |
|
|
-43.66% |
| 3 Months |
|
|
-58.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.350 |
| 1M High / 1M Low: |
0.710 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.514 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
