BVT Call 210 PGR 20.12.2024
/ DE000VD3SAR9
BVT Call 210 PGR 20.12.2024/ DE000VD3SAR9 /
| 2024-06-17 5:02:01 PM |
Chg.+0.170 |
Bid6:26:16 PM |
Ask6:26:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.810EUR |
+10.37% |
1.850
Bid Size: 29,000 |
1.860
Ask Size: 29,000 |
Progressive Corporat... |
210.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SAR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-0.57 |
| Time value: |
1.65 |
| Break-even: |
212.71 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
0.53 |
| Theta: |
-0.06 |
| Omega: |
6.08 |
| Rho: |
0.43 |
Quote data
| Open: |
1.620 |
| High: |
1.810 |
| Low: |
1.620 |
| Previous Close: |
1.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.59% |
| 1 Month |
|
|
-3.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.980 |
1.570 |
| 1M High / 1M Low: |
2.280 |
1.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.810 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
