BVT Call 165 PGR 20.09.2024
/ DE000VM7PCY7
BVT Call 165 PGR 20.09.2024/ DE000VM7PCY7 /
| 6/10/2024 2:01:42 PM |
Chg.-0.120 |
Bid2:57:55 PM |
Ask2:57:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.930EUR |
-2.38% |
4.940
Bid Size: 7,000 |
4.980
Ask Size: 7,000 |
Progressive Corporat... |
165.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7PCY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.58 |
| Intrinsic value: |
4.41 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.24 |
| Parity: |
4.41 |
| Time value: |
0.46 |
| Break-even: |
201.78 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
0.88 |
| Theta: |
-0.06 |
| Omega: |
3.58 |
| Rho: |
0.35 |
Quote data
| Open: |
4.830 |
| High: |
4.930 |
| Low: |
4.830 |
| Previous Close: |
5.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.79% |
| 1 Month |
|
|
-5.37% |
| 3 Months |
|
|
+27.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.050 |
4.410 |
| 1M High / 1M Low: |
5.210 |
4.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.722 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
