BVT Call 185 PGR 21.06.2024
/ DE000VM58A00
BVT Call 185 PGR 21.06.2024/ DE000VM58A00 /
| 2024-05-28 5:02:46 PM |
Chg.+0.030 |
Bid5:53:43 PM |
Ask5:53:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.000EUR |
+1.52% |
2.060
Bid Size: 17,000 |
2.070
Ask Size: 17,000 |
Progressive Corporat... |
185.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58A0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 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: |
9.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.23 |
| Parity: |
1.74 |
| Time value: |
0.27 |
| Break-even: |
190.43 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.04 |
| Spread %: |
2.03% |
| Delta: |
0.82 |
| Theta: |
-0.13 |
| Omega: |
7.66 |
| Rho: |
0.09 |
Quote data
| Open: |
1.990 |
| High: |
2.000 |
| Low: |
1.980 |
| Previous Close: |
1.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.70% |
| 1 Month |
|
|
-21.88% |
| 3 Months |
|
|
+20.48% |
| YTD |
|
|
+316.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.460 |
1.910 |
| 1M High / 1M Low: |
3.180 |
1.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-08 |
3.180 |
| Low (YTD): |
2024-01-02 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.527 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
