BVT Call 165 PGR 21.06.2024
/ DE000VM58AX6
BVT Call 165 PGR 21.06.2024/ DE000VM58AX6 /
| 2024-05-10 8:38:35 AM |
Chg.-0.13 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.76EUR |
-2.66% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
165.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58AX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.78 |
| Intrinsic value: |
4.71 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.24 |
| Parity: |
4.71 |
| Time value: |
0.19 |
| Break-even: |
202.18 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.41% |
| Delta: |
0.93 |
| Theta: |
-0.08 |
| Omega: |
3.82 |
| Rho: |
0.16 |
Quote data
| Open: |
4.76 |
| High: |
4.76 |
| Low: |
4.76 |
| Previous Close: |
4.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.45% |
| 1 Month |
|
|
+22.37% |
| 3 Months |
|
|
+100.84% |
| YTD |
|
|
+362.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.90 |
4.30 |
| 1M High / 1M Low: |
4.99 |
3.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-22 |
4.99 |
| Low (YTD): |
2024-01-02 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
