BVT Call 310 FDX 20.09.2024
/ DE000VM3MZ24
BVT Call 310 FDX 20.09.2024/ DE000VM3MZ24 /
| 2024-08-30 7:53:37 PM |
Chg.-0.100 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-15.87% |
-
Bid Size: - |
-
Ask Size: - |
FedEx Corp |
310.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MZ2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 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: |
46.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
-1.24 |
| Time value: |
0.58 |
| Break-even: |
285.58 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
2.14 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
0.35 |
| Theta: |
-0.24 |
| Omega: |
16.02 |
| Rho: |
0.05 |
Quote data
| Open: |
0.560 |
| High: |
0.570 |
| Low: |
0.530 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.62% |
| 1 Month |
|
|
-47.00% |
| 3 Months |
|
|
+265.52% |
| YTD |
|
|
-10.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.500 |
| 1M High / 1M Low: |
1.000 |
0.218 |
| 6M High / 6M Low: |
1.560 |
0.113 |
| High (YTD): |
2024-07-16 |
1.560 |
| Low (YTD): |
2024-06-04 |
0.113 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.471 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.534 |
| Avg. volume 6M: |
|
4.651 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.15% |
| Volatility 6M: |
|
535.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
