BVT Call 160 PGR 20.09.2024
/ DE000VM7PCX9
BVT Call 160 PGR 20.09.2024/ DE000VM7PCX9 /
| 01/08/2024 08:45:56 |
Chg.-0.26 |
Bid21:57:19 |
Ask21:57:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.14EUR |
-4.81% |
5.32
Bid Size: 17,000 |
5.33
Ask Size: 17,000 |
Progressive Corporat... |
160.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM7PCX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.07 |
| Intrinsic value: |
5.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.20 |
| Parity: |
5.00 |
| Time value: |
0.23 |
| Break-even: |
200.12 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.19% |
| Delta: |
0.93 |
| Theta: |
-0.07 |
| Omega: |
3.50 |
| Rho: |
0.18 |
Quote data
| Open: |
5.14 |
| High: |
5.14 |
| Low: |
5.14 |
| Previous Close: |
5.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.81% |
| 1 Month |
|
|
+3.63% |
| 3 Months |
|
|
+4.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.48 |
5.16 |
| 1M High / 1M Low: |
6.22 |
4.83 |
| 6M High / 6M Low: |
6.22 |
2.91 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.64% |
| Volatility 6M: |
|
79.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
