BVT Call 240 PGR 20.12.2024
/ DE000VD3SA00
BVT Call 240 PGR 20.12.2024/ DE000VD3SA00 /
| 2024-09-26 8:43:33 AM |
Chg.+0.08 |
Bid12:09:51 PM |
Ask12:09:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.51EUR |
+3.29% |
2.60
Bid Size: 5,000 |
2.66
Ask Size: 5,000 |
Progressive Corporat... |
240.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SA0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 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: |
9.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
1.53 |
| Time value: |
0.92 |
| Break-even: |
240.14 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
0.82% |
| Delta: |
0.71 |
| Theta: |
-0.09 |
| Omega: |
6.67 |
| Rho: |
0.32 |
Quote data
| Open: |
2.51 |
| High: |
2.51 |
| Low: |
2.51 |
| Previous Close: |
2.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.38% |
| 1 Month |
|
|
+55.90% |
| 3 Months |
|
|
+239.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.71 |
2.36 |
| 1M High / 1M Low: |
2.71 |
1.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
