BVT Call 160 PGR 21.06.2024
/ DE000VM6PAG0
BVT Call 160 PGR 21.06.2024/ DE000VM6PAG0 /
| 2024-06-20 7:53:20 PM |
Chg.+0.070 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.810EUR |
+1.48% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
160.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6PAG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.72 |
| Intrinsic value: |
4.72 |
| Implied volatility: |
3.55 |
| Historic volatility: |
0.24 |
| Parity: |
4.72 |
| Time value: |
0.10 |
| Break-even: |
197.08 |
| Moneyness: |
1.32 |
| Premium: |
0.00 |
| Premium p.a.: |
5.14 |
| Spread abs.: |
0.08 |
| Spread %: |
1.69% |
| Delta: |
0.94 |
| Theta: |
-2.11 |
| Omega: |
3.83 |
| Rho: |
0.00 |
Quote data
| Open: |
4.680 |
| High: |
4.810 |
| Low: |
4.670 |
| Previous Close: |
4.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.03% |
| 1 Month |
|
|
+6.42% |
| 3 Months |
|
|
+3.89% |
| YTD |
|
|
+272.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.870 |
4.110 |
| 1M High / 1M Low: |
5.150 |
4.070 |
| 6M High / 6M Low: |
5.440 |
1.130 |
| High (YTD): |
2024-05-08 |
5.440 |
| Low (YTD): |
2024-01-02 |
1.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.500 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.714 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.56% |
| Volatility 6M: |
|
84.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
