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: |
|
- |