BVT Call 250 PGR 20.09.2024
/ DE000VD4QQ78
BVT Call 250 PGR 20.09.2024/ DE000VD4QQ78 /
| 6/25/2024 8:14:14 AM |
Chg.+0.009 |
Bid6/25/2024 |
Ask6/25/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+3.90% |
0.240
Bid Size: 10,000 |
0.250
Ask Size: 10,000 |
Progressive Corporat... |
250.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VD4QQ7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
4/23/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
78.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-3.66 |
| Time value: |
0.25 |
| Break-even: |
235.44 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
0.17 |
| Theta: |
-0.05 |
| Omega: |
13.01 |
| Rho: |
0.07 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.231 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
+18.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.231 |
| 1M High / 1M Low: |
0.350 |
0.167 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.265 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
