BVT Call 175 PGR 21.06.2024
/ DE000VM58B58
BVT Call 175 PGR 21.06.2024/ DE000VM58B58 /
| 2024-05-23 8:34:36 AM |
Chg.-0.26 |
Bid10:08:05 AM |
Ask10:08:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.09EUR |
-7.76% |
3.06
Bid Size: 5,000 |
3.12
Ask Size: 5,000 |
Progressive Corporat... |
175.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58B5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 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: |
6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.95 |
| Intrinsic value: |
2.90 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.23 |
| Parity: |
2.90 |
| Time value: |
0.19 |
| Break-even: |
192.56 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
0.89 |
| Theta: |
-0.10 |
| Omega: |
5.52 |
| Rho: |
0.11 |
Quote data
| Open: |
3.09 |
| High: |
3.09 |
| Low: |
3.09 |
| Previous Close: |
3.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.76% |
| 1 Month |
|
|
-19.95% |
| 3 Months |
|
|
+31.49% |
| YTD |
|
|
+341.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.35 |
3.09 |
| 1M High / 1M Low: |
4.03 |
3.09 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-22 |
4.09 |
| Low (YTD): |
2024-01-02 |
0.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
