BVT Call 195 PGR 20.09.2024
/ DE000VM8GPN9
BVT Call 195 PGR 20.09.2024/ DE000VM8GPN9 /
| 28/06/2024 08:52:24 |
Chg.+0.27 |
Bid21:59:58 |
Ask21:59:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.32EUR |
+13.17% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
195.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM8GPN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
15/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
1.19 |
| Time value: |
0.83 |
| Break-even: |
202.21 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
0.70 |
| Theta: |
-0.08 |
| Omega: |
6.68 |
| Rho: |
0.26 |
Quote data
| Open: |
2.32 |
| High: |
2.32 |
| Low: |
2.32 |
| Previous Close: |
2.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.87% |
| 1 Month |
|
|
+34.10% |
| 3 Months |
|
|
-4.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.32 |
1.94 |
| 1M High / 1M Low: |
2.53 |
1.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
