BVT Call 180 PGR 21.06.2024
/ DE000VM58A26
BVT Call 180 PGR 21.06.2024/ DE000VM58A26 /
| 2024-05-23 8:34:31 AM |
Chg.-0.26 |
Bid10:26:30 AM |
Ask10:26:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.64EUR |
-8.97% |
2.61
Bid Size: 5,000 |
2.67
Ask Size: 5,000 |
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: |
7.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.49 |
| Intrinsic value: |
2.43 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.23 |
| Parity: |
2.43 |
| Time value: |
0.21 |
| Break-even: |
192.68 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.38% |
| Delta: |
0.88 |
| Theta: |
-0.10 |
| Omega: |
6.33 |
| Rho: |
0.11 |
Quote data
| Open: |
2.64 |
| High: |
2.64 |
| Low: |
2.64 |
| Previous Close: |
2.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.28% |
| 1 Month |
|
|
-22.81% |
| 3 Months |
|
|
+31.34% |
| YTD |
|
|
+355.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.91 |
2.64 |
| 1M High / 1M Low: |
3.58 |
2.64 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-22 |
3.65 |
| Low (YTD): |
2024-01-02 |
0.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
