BVT Call 300 FDX 20.09.2024
/ DE000VM3MZ16
BVT Call 300 FDX 20.09.2024/ DE000VM3MZ16 /
| 09/08/2024 08:52:55 |
Chg.0.000 |
Bid11:22:31 |
Ask11:22:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
0.00% |
0.480
Bid Size: 11,000 |
0.520
Ask Size: 11,000 |
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: |
52.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
-1.96 |
| Time value: |
0.49 |
| Break-even: |
279.75 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.02 |
| Spread %: |
4.26% |
| Delta: |
0.29 |
| Theta: |
-0.12 |
| Omega: |
14.98 |
| Rho: |
0.08 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.88% |
| 1 Month |
|
|
-60.83% |
| 3 Months |
|
|
+20.51% |
| YTD |
|
|
-39.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.470 |
| 1M High / 1M Low: |
2.140 |
0.470 |
| 6M High / 6M Low: |
2.190 |
0.160 |
| High (YTD): |
22/03/2024 |
2.190 |
| Low (YTD): |
30/05/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.331 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.741 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.40% |
| Volatility 6M: |
|
454.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
