BVT Call 260 FDX 20.09.2024
/ DE000VM3MZY4
BVT Call 260 FDX 20.09.2024/ DE000VM3MZY4 /
| 9/3/2024 7:51:55 PM |
Chg.-0.370 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.270EUR |
-10.16% |
-
Bid Size: - |
-
Ask Size: - |
FedEx Corp |
260.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM3MZY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.54 |
| Intrinsic value: |
3.50 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.26 |
| Parity: |
3.50 |
| Time value: |
0.34 |
| Break-even: |
273.33 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.20 |
| Spread %: |
5.49% |
| Delta: |
0.86 |
| Theta: |
-0.27 |
| Omega: |
6.02 |
| Rho: |
0.09 |
Quote data
| Open: |
3.640 |
| High: |
3.640 |
| Low: |
3.200 |
| Previous Close: |
3.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.94% |
| 1 Month |
|
|
-4.39% |
| 3 Months |
|
|
+263.33% |
| YTD |
|
|
+55.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.690 |
3.270 |
| 1M High / 1M Low: |
3.690 |
2.190 |
| 6M High / 6M Low: |
5.180 |
0.900 |
| High (YTD): |
7/16/2024 |
5.180 |
| Low (YTD): |
6/4/2024 |
0.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.004 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.560 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.78% |
| Volatility 6M: |
|
313.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
