BVT Call 180 PGR 21.06.2024
/ DE000VM58A26
BVT Call 180 PGR 21.06.2024/ DE000VM58A26 /
2024-05-28 7:55:15 PM |
Chg.+0.020 |
Bid7:59:53 PM |
Ask7:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.430EUR |
+0.83% |
2.430 Bid Size: 17,000 |
2.440 Ask Size: 17,000 |
Progressive Corporat... |
180.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM58A2 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 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: |
7.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.25 |
Intrinsic value: |
2.20 |
Implied volatility: |
0.51 |
Historic volatility: |
0.23 |
Parity: |
2.20 |
Time value: |
0.25 |
Break-even: |
190.23 |
Moneyness: |
1.13 |
Premium: |
0.01 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.04 |
Spread %: |
1.66% |
Delta: |
0.85 |
Theta: |
-0.14 |
Omega: |
6.50 |
Rho: |
0.09 |
Quote data
Open: |
2.430 |
High: |
2.510 |
Low: |
2.420 |
Previous Close: |
2.410 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-17.63% |
1 Month |
|
|
-18.73% |
3 Months |
|
|
+22.11% |
YTD |
|
|
+318.97% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.950 |
2.340 |
1M High / 1M Low: |
3.630 |
2.340 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-08 |
3.630 |
Low (YTD): |
2024-01-02 |
0.630 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.550 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.969 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |