BVT Call 300 FDX 20.09.2024
/ DE000VM3MZ16
BVT Call 300 FDX 20.09.2024/ DE000VM3MZ16 /
| 2024-07-29 10:33:43 AM |
Chg.0.000 |
Bid1:05:05 PM |
Ask1:05:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.380EUR |
0.00% |
1.390
Bid Size: 9,000 |
1.460
Ask Size: 9,000 |
FedEx Corp |
300.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MZ1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
0.01 |
| Time value: |
1.35 |
| Break-even: |
290.03 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.02 |
| Spread %: |
1.49% |
| Delta: |
0.54 |
| Theta: |
-0.13 |
| Omega: |
11.03 |
| Rho: |
0.20 |
Quote data
| Open: |
1.380 |
| High: |
1.380 |
| Low: |
1.380 |
| Previous Close: |
1.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.69% |
| 1 Month |
|
|
-9.21% |
| 3 Months |
|
|
+115.63% |
| YTD |
|
|
+74.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.740 |
1.340 |
| 1M High / 1M Low: |
2.150 |
0.970 |
| 6M High / 6M Low: |
2.150 |
0.176 |
| High (YTD): |
2024-07-16 |
2.150 |
| Low (YTD): |
2024-06-04 |
0.176 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.458 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.689 |
| Avg. volume 6M: |
|
157.480 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.66% |
| Volatility 6M: |
|
503.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
