BVT Call 280 FDX 20.09.2024
/ DE000VM3MZC0
BVT Call 280 FDX 20.09.2024/ DE000VM3MZC0 /
05/07/2024 19:45:24 |
Chg.+0.050 |
Bid21:59:37 |
Ask21:59:37 |
Underlying |
Strike price |
Expiration date |
Option type |
2.270EUR |
+2.25% |
- Bid Size: - |
- Ask Size: - |
FedEx Corp |
280.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM3MZC |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
FedEx Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 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: |
12.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.12 |
Intrinsic value: |
1.29 |
Implied volatility: |
0.29 |
Historic volatility: |
0.26 |
Parity: |
1.29 |
Time value: |
0.95 |
Break-even: |
280.72 |
Moneyness: |
1.05 |
Premium: |
0.03 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.02 |
Spread %: |
0.90% |
Delta: |
0.69 |
Theta: |
-0.10 |
Omega: |
8.36 |
Rho: |
0.34 |
Quote data
Open: |
2.190 |
High: |
2.270 |
Low: |
2.170 |
Previous Close: |
2.220 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.54% |
1 Month |
|
|
+354.00% |
3 Months |
|
|
+24.73% |
YTD |
|
|
+74.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.710 |
2.220 |
1M High / 1M Low: |
2.720 |
0.450 |
6M High / 6M Low: |
2.740 |
0.400 |
High (YTD): |
26/03/2024 |
2.740 |
Low (YTD): |
04/06/2024 |
0.400 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.394 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.230 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.071 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
939.59% |
Volatility 6M: |
|
415.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |