BVT Call 300 FDX 20.09.2024
/ DE000VM3MZ16
BVT Call 300 FDX 20.09.2024/ DE000VM3MZ16 /
| 03/09/2024 20:00:57 |
Chg.-0.160 |
Bid21:59:37 |
Ask21:59:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-16.84% |
-
Bid Size: - |
-
Ask Size: - |
FedEx Corp |
300.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.26 |
| Parity: |
-0.11 |
| Time value: |
1.06 |
| Break-even: |
281.67 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
1.49 |
| Spread abs.: |
0.11 |
| Spread %: |
11.58% |
| Delta: |
0.51 |
| Theta: |
-0.33 |
| Omega: |
13.00 |
| Rho: |
0.06 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.760 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.23% |
| 1 Month |
|
|
-18.56% |
| 3 Months |
|
|
+348.86% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.790 |
| 1M High / 1M Low: |
1.030 |
0.380 |
| 6M High / 6M Low: |
2.150 |
0.176 |
| High (YTD): |
16/07/2024 |
2.150 |
| Low (YTD): |
04/06/2024 |
0.176 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.900 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.702 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.776 |
| Avg. volume 6M: |
|
155.039 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.13% |
| Volatility 6M: |
|
509.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
