BVT Call 300 FDX 20.09.2024
/ DE000VM3MZ16
BVT Call 300 FDX 20.09.2024/ DE000VM3MZ16 /
| 7/12/2024 8:54:23 AM |
Chg.+0.32 |
Bid3:40:04 PM |
Ask3:40:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
+30.19% |
1.29
Bid Size: 33,000 |
1.31
Ask Size: 33,000 |
FedEx Corp |
300.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
-0.04 |
| Time value: |
1.39 |
| Break-even: |
289.79 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
1.46% |
| Delta: |
0.54 |
| Theta: |
-0.11 |
| Omega: |
10.74 |
| Rho: |
0.26 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.21% |
| 1 Month |
|
|
+452.00% |
| 3 Months |
|
|
+51.65% |
| YTD |
|
|
+76.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
1.06 |
| 1M High / 1M Low: |
1.53 |
0.21 |
| 6M High / 6M Low: |
2.19 |
0.16 |
| High (YTD): |
3/22/2024 |
2.19 |
| Low (YTD): |
5/30/2024 |
0.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
703.93% |
| Volatility 6M: |
|
443.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
