BVT Put 220 PGR 21.06.2024
/ DE000VD3SPV9
BVT Put 220 PGR 21.06.2024/ DE000VD3SPV9 /
| 2024-05-28 4:51:25 PM |
Chg.-0.080 |
Bid5:29:07 PM |
Ask5:29:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.420EUR |
-5.33% |
1.430
Bid Size: 17,000 |
1.440
Ask Size: 17,000 |
Progressive Corporat... |
220.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
VD3SPV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.23 |
| Intrinsic value: |
3.23 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
3.23 |
| Time value: |
-1.69 |
| Break-even: |
204.60 |
| Moneyness: |
1.17 |
| Premium: |
-0.09 |
| Premium p.a.: |
-0.76 |
| Spread abs.: |
0.04 |
| Spread %: |
2.67% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.480 |
| High: |
1.480 |
| Low: |
1.420 |
| Previous Close: |
1.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.09% |
| 1 Month |
|
|
+4.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.620 |
1.100 |
| 1M High / 1M Low: |
1.620 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
