BVT Call 290 FDX 20.09.2024
/ DE000VM3MZ08
BVT Call 290 FDX 20.09.2024/ DE000VM3MZ08 /
| 7/30/2024 8:54:43 AM |
Chg.-0.12 |
Bid9:41:53 AM |
Ask9:41:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
-6.12% |
1.85
Bid Size: 7,000 |
1.93
Ask Size: 7,000 |
FedEx Corp |
290.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM3MZ0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 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: |
14.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
0.85 |
| Time value: |
1.00 |
| Break-even: |
286.54 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
1.09% |
| Delta: |
0.64 |
| Theta: |
-0.13 |
| Omega: |
9.60 |
| Rho: |
0.23 |
Quote data
| Open: |
1.84 |
| High: |
1.84 |
| Low: |
1.84 |
| Previous Close: |
1.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.36% |
| 1 Month |
|
|
+0.55% |
| 3 Months |
|
|
+104.44% |
| YTD |
|
|
+80.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
1.84 |
| 1M High / 1M Low: |
2.76 |
1.54 |
| 6M High / 6M Low: |
2.79 |
0.24 |
| High (YTD): |
3/22/2024 |
2.79 |
| Low (YTD): |
5/30/2024 |
0.24 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.71% |
| Volatility 6M: |
|
416.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
