BVT Call 270 FDX 20.09.2024
/ DE000VM3MZ32
BVT Call 270 FDX 20.09.2024/ DE000VM3MZ32 /
| 04/09/2024 08:52:19 |
Chg.-0.47 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.38EUR |
-16.49% |
-
Bid Size: - |
-
Ask Size: - |
FedEx Corp |
270.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM3MZ3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
2.13 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.25 |
| Parity: |
2.13 |
| Time value: |
0.37 |
| Break-even: |
269.38 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
0.81% |
| Delta: |
0.80 |
| Theta: |
-0.27 |
| Omega: |
8.50 |
| Rho: |
0.08 |
Quote data
| Open: |
2.38 |
| High: |
2.38 |
| Low: |
2.38 |
| Previous Close: |
2.85 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.82% |
| 1 Month |
|
|
+3.03% |
| 3 Months |
|
|
+271.88% |
| YTD |
|
|
+42.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.86 |
2.38 |
| 1M High / 1M Low: |
2.86 |
1.61 |
| 6M High / 6M Low: |
4.36 |
0.56 |
| High (YTD): |
17/07/2024 |
4.36 |
| Low (YTD): |
30/05/2024 |
0.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.87% |
| Volatility 6M: |
|
334.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
