BVT Call 165 PGR 20.09.2024
/ DE000VM7PCY7
BVT Call 165 PGR 20.09.2024/ DE000VM7PCY7 /
| 09/07/2024 08:48:44 |
Chg.+0.05 |
Bid10:18:51 |
Ask10:18:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.53EUR |
+1.12% |
4.56
Bid Size: 5,000 |
4.62
Ask Size: 5,000 |
Progressive Corporat... |
165.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM7PCY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 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: |
4.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.24 |
| Intrinsic value: |
4.13 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.24 |
| Parity: |
4.13 |
| Time value: |
0.37 |
| Break-even: |
197.34 |
| Moneyness: |
1.27 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
0.89 |
| Theta: |
-0.07 |
| Omega: |
3.82 |
| Rho: |
0.25 |
Quote data
| Open: |
4.53 |
| High: |
4.53 |
| Low: |
4.53 |
| Previous Close: |
4.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.44% |
| 1 Month |
|
|
-7.93% |
| 3 Months |
|
|
-7.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.69 |
4.48 |
| 1M High / 1M Low: |
4.85 |
3.97 |
| 6M High / 6M Low: |
5.41 |
1.82 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.01 |
| Avg. volume 6M: |
|
55.12 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.01% |
| Volatility 6M: |
|
80.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
