BVT Call 220 PGR 20.12.2024
/ DE000VD3SAQ1
BVT Call 220 PGR 20.12.2024/ DE000VD3SAQ1 /
| 2024-09-26 7:40:18 PM |
Chg.-0.240 |
Bid9:08:17 AM |
Ask9:08:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.660EUR |
-6.15% |
3.570
Bid Size: 3,000 |
3.660
Ask Size: 3,000 |
Progressive Corporat... |
220.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SAQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 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: |
6.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.09 |
| Intrinsic value: |
2.90 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.19 |
| Parity: |
2.90 |
| Time value: |
0.65 |
| Break-even: |
232.33 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.57% |
| Delta: |
0.81 |
| Theta: |
-0.08 |
| Omega: |
5.13 |
| Rho: |
0.34 |
Quote data
| Open: |
4.110 |
| High: |
4.110 |
| Low: |
3.660 |
| Previous Close: |
3.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.96% |
| 1 Month |
|
|
+22.00% |
| 3 Months |
|
|
+147.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.020 |
3.660 |
| 1M High / 1M Low: |
4.070 |
3.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.662 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
