BVT Put 160 PGR 20.09.2024
/ DE000VM7PCW1
BVT Put 160 PGR 20.09.2024/ DE000VM7PCW1 /
| 2024-06-17 8:49:25 AM |
Chg.-0.066 |
Bid12:30:25 PM |
Ask12:30:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.214EUR |
-23.57% |
0.218
Bid Size: 10,000 |
0.228
Ask Size: 10,000 |
Progressive Corporat... |
160.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7PCW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-85.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
-4.10 |
| Time value: |
0.22 |
| Break-even: |
147.27 |
| Moneyness: |
0.78 |
| Premium: |
0.23 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.01 |
| Spread %: |
4.69% |
| Delta: |
-0.10 |
| Theta: |
-0.04 |
| Omega: |
-8.78 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.214 |
| High: |
0.214 |
| Low: |
0.214 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.06% |
| 1 Month |
|
|
+21.59% |
| 3 Months |
|
|
-47.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.155 |
| 1M High / 1M Low: |
0.280 |
0.145 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
