BVT Call 155 PGR 21.06.2024
/ DE000VM673G1
BVT Call 155 PGR 21.06.2024/ DE000VM673G1 /
| 5/24/2024 8:58:26 AM |
Chg.-0.29 |
Bid9:59:36 PM |
Ask9:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.61EUR |
-5.92% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
155.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
12/19/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.55 |
| Intrinsic value: |
4.51 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.23 |
| Parity: |
4.51 |
| Time value: |
0.12 |
| Break-even: |
189.20 |
| Moneyness: |
1.32 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
0.95 |
| Theta: |
-0.08 |
| Omega: |
3.85 |
| Rho: |
0.10 |
Quote data
| Open: |
4.61 |
| High: |
4.61 |
| Low: |
4.61 |
| Previous Close: |
4.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.30% |
| 1 Month |
|
|
-14.31% |
| 3 Months |
|
|
+18.81% |
| YTD |
|
|
+197.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.16 |
4.61 |
| 1M High / 1M Low: |
5.85 |
4.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
4/22/2024 |
5.89 |
| Low (YTD): |
1/2/2024 |
1.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
