BVT Call 310 FDX 20.09.2024
/ DE000VM3MZ24
BVT Call 310 FDX 20.09.2024/ DE000VM3MZ24 /
2024-07-26 1:54:11 PM |
Chg.0.000 |
Bid4:14:38 PM |
Ask4:14:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
0.00% |
0.900 Bid Size: 38,000 |
0.920 Ask Size: 38,000 |
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: |
30.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.26 |
Parity: |
-1.05 |
Time value: |
0.90 |
Break-even: |
294.68 |
Moneyness: |
0.96 |
Premium: |
0.07 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.02 |
Spread %: |
2.27% |
Delta: |
0.41 |
Theta: |
-0.12 |
Omega: |
12.67 |
Rho: |
0.16 |
Quote data
Open: |
0.920 |
High: |
0.940 |
Low: |
0.920 |
Previous Close: |
0.940 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-25.98% |
1 Month |
|
|
+2.17% |
3 Months |
|
|
+91.84% |
YTD |
|
|
+59.32% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.270 |
0.900 |
1M High / 1M Low: |
1.560 |
0.640 |
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: |
|
1.058 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.004 |
Avg. volume 1M: |
|
13.636 |
Avg. price 6M: |
|
0.486 |
Avg. volume 6M: |
|
4.724 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
293.10% |
Volatility 6M: |
|
528.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |