BVT Call 310 FDX 20.09.2024
/ DE000VM3MZ24
BVT Call 310 FDX 20.09.2024/ DE000VM3MZ24 /
| 2024-07-29 8:53:53 AM |
Chg.+0.050 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+5.56% |
-
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: |
29.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
-0.91 |
| Time value: |
0.93 |
| Break-even: |
294.94 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.02 |
| Spread %: |
2.20% |
| Delta: |
0.43 |
| Theta: |
-0.13 |
| Omega: |
12.74 |
| Rho: |
0.16 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.39% |
| 1 Month |
|
|
+5.56% |
| 3 Months |
|
|
+102.13% |
| YTD |
|
|
+61.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
0.880 |
| 1M High / 1M Low: |
1.570 |
0.710 |
| 6M High / 6M Low: |
1.790 |
0.103 |
| High (YTD): |
2024-03-22 |
1.790 |
| Low (YTD): |
2024-05-30 |
0.103 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.998 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.493 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.13% |
| Volatility 6M: |
|
487.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
