BVT Call 200 PGR 20.12.2024
/ DE000VD324J6
BVT Call 200 PGR 20.12.2024/ DE000VD324J6 /
| 2024-09-27 8:45:53 AM |
Chg.-0.44 |
Bid10:22:47 AM |
Ask10:22:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.18EUR |
-7.83% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
200.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD324J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.83 |
| Intrinsic value: |
4.69 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.19 |
| Parity: |
4.69 |
| Time value: |
0.47 |
| Break-even: |
230.54 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.39% |
| Delta: |
0.88 |
| Theta: |
-0.07 |
| Omega: |
3.85 |
| Rho: |
0.34 |
Quote data
| Open: |
5.18 |
| High: |
5.18 |
| Low: |
5.18 |
| Previous Close: |
5.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.08% |
| 1 Month |
|
|
+16.93% |
| 3 Months |
|
|
+116.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.73 |
5.29 |
| 1M High / 1M Low: |
5.79 |
4.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.27 |
| Avg. volume 1M: |
|
260.87 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
