BVT Call 155 PGR 21.06.2024
/ DE000VM673G1
BVT Call 155 PGR 21.06.2024/ DE000VM673G1 /
| 2024-05-10 8:13:36 AM |
Chg.-0.12 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.69EUR |
-2.07% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
155.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM673G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.70 |
| Intrinsic value: |
5.64 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.24 |
| Parity: |
5.64 |
| Time value: |
0.17 |
| Break-even: |
202.00 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.35% |
| Delta: |
0.95 |
| Theta: |
-0.07 |
| Omega: |
3.27 |
| Rho: |
0.15 |
Quote data
| Open: |
5.69 |
| High: |
5.69 |
| Low: |
5.69 |
| Previous Close: |
5.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.55% |
| 1 Month |
|
|
+20.04% |
| 3 Months |
|
|
+80.63% |
| YTD |
|
|
+267.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.81 |
5.20 |
| 1M High / 1M Low: |
5.89 |
4.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-22 |
5.89 |
| Low (YTD): |
2024-01-02 |
1.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
