BVT Call 165 PGR 21.06.2024
/ DE000VM58AX6
BVT Call 165 PGR 21.06.2024/ DE000VM58AX6 /
| 5/27/2024 8:38:15 AM |
Chg.+0.01 |
Bid2:31:36 PM |
Ask2:31:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.72EUR |
+0.27% |
3.75
Bid Size: 7,000 |
3.79
Ask Size: 7,000 |
Progressive Corporat... |
165.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.63 |
| Intrinsic value: |
3.59 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.23 |
| Parity: |
3.59 |
| Time value: |
0.12 |
| Break-even: |
189.22 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
0.94 |
| Theta: |
-0.08 |
| Omega: |
4.74 |
| Rho: |
0.10 |
Quote data
| Open: |
3.72 |
| High: |
3.72 |
| Low: |
3.72 |
| Previous Close: |
3.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.43% |
| 1 Month |
|
|
-16.96% |
| 3 Months |
|
|
+15.53% |
| YTD |
|
|
+261.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.25 |
3.71 |
| 1M High / 1M Low: |
4.94 |
3.71 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
4/22/2024 |
4.99 |
| Low (YTD): |
1/2/2024 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
