The pronorm of a group G is the set $P(G)$ of all elements $g\in G$ such that X and $X^g$ are conjugate in ${\langle {X,X^g}\rangle }$ for every subgroup X of G. In general the pronorm is not a subgroup, but we give evidence of some classes of groups in which this property holds. We also investigate the structure of a generalised soluble group G whose pronorm contains a subgroup of finite index.