BVT Call 210 PGR 20.09.2024
/ DE000VM9VEW1
BVT Call 210 PGR 20.09.2024/ DE000VM9VEW1 /
| 6/25/2024 8:38:53 AM |
Chg.+0.08 |
Bid6:01:56 PM |
Ask6:01:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+6.50% |
1.20
Bid Size: 27,000 |
1.21
Ask Size: 27,000 |
Progressive Corporat... |
210.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM9VEW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/7/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.06 |
| Time value: |
1.27 |
| Break-even: |
208.97 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
0.56 |
| Theta: |
-0.08 |
| Omega: |
8.28 |
| Rho: |
0.23 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.65% |
| 1 Month |
|
|
+23.58% |
| 3 Months |
|
|
-17.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.23 |
| 1M High / 1M Low: |
1.55 |
0.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
