BVT Call 195 PGR 20.09.2024
/ DE000VM8GPN9
BVT Call 195 PGR 20.09.2024/ DE000VM8GPN9 /
| 12/09/2024 08:52:56 |
Chg.+0.14 |
Bid10:40:44 |
Ask10:40:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.09EUR |
+2.83% |
5.14
Bid Size: 4,000 |
5.21
Ask Size: 4,000 |
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: |
4.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.97 |
| Intrinsic value: |
4.96 |
| Implied volatility: |
1.12 |
| Historic volatility: |
0.19 |
| Parity: |
4.96 |
| Time value: |
0.11 |
| Break-even: |
227.81 |
| Moneyness: |
1.28 |
| Premium: |
0.00 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
0.40% |
| Delta: |
0.94 |
| Theta: |
-0.29 |
| Omega: |
4.21 |
| Rho: |
0.04 |
Quote data
| Open: |
5.09 |
| High: |
5.09 |
| Low: |
5.09 |
| Previous Close: |
4.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.09% |
| 1 Month |
|
|
+70.81% |
| 3 Months |
|
|
+131.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.42 |
4.95 |
| 1M High / 1M Low: |
5.42 |
2.90 |
| 6M High / 6M Low: |
5.42 |
1.73 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.34% |
| Volatility 6M: |
|
135.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
