BVT Call 160 PGR 21.06.2024
/ DE000VM6PAG0
BVT Call 160 PGR 21.06.2024/ DE000VM6PAG0 /
| 19/06/2024 08:49:41 |
Chg.+0.20 |
Bid20:00:01 |
Ask20:00:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.78EUR |
+4.37% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
160.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
08/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.73 |
| Intrinsic value: |
4.73 |
| Implied volatility: |
2.20 |
| Historic volatility: |
0.24 |
| Parity: |
4.73 |
| Time value: |
0.05 |
| Break-even: |
196.79 |
| Moneyness: |
1.32 |
| Premium: |
0.00 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
0.96 |
| Theta: |
-0.67 |
| Omega: |
3.95 |
| Rho: |
0.01 |
Quote data
| Open: |
4.78 |
| High: |
4.78 |
| Low: |
4.78 |
| Previous Close: |
4.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.46% |
| 1 Month |
|
|
+6.94% |
| 3 Months |
|
|
+2.58% |
| YTD |
|
|
+273.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.62 |
4.01 |
| 1M High / 1M Low: |
5.01 |
3.96 |
| 6M High / 6M Low: |
5.55 |
1.14 |
| High (YTD): |
22/04/2024 |
5.55 |
| Low (YTD): |
02/01/2024 |
1.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.97% |
| Volatility 6M: |
|
88.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
