BVT Call 220 PGR 21.06.2024
/ DE000VD0WL61
BVT Call 220 PGR 21.06.2024/ DE000VD0WL61 /
| 2024-05-23 10:34:57 AM |
Chg.-0.015 |
Bid11:19:18 AM |
Ask11:19:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.187EUR |
-7.43% |
0.188
Bid Size: 10,000 |
0.198
Ask Size: 10,000 |
Progressive Corporat... |
220.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD0WL6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-23 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
93.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-1.26 |
| Time value: |
0.20 |
| Break-even: |
205.26 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
1.54 |
| Spread abs.: |
0.01 |
| Spread %: |
5.18% |
| Delta: |
0.24 |
| Theta: |
-0.09 |
| Omega: |
22.11 |
| Rho: |
0.03 |
Quote data
| Open: |
0.187 |
| High: |
0.187 |
| Low: |
0.187 |
| Previous Close: |
0.202 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.14% |
| 1 Month |
|
|
-73.29% |
| 3 Months |
|
|
-45.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.202 |
| 1M High / 1M Low: |
0.700 |
0.202 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.227 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.436 |
| Avg. volume 1M: |
|
61.905 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
