BVT Call 240 FDX 21.06.2024
/ DE000VM38503
BVT Call 240 FDX 21.06.2024/ DE000VM38503 /
| 2024-05-28 8:51:40 AM |
Chg.+0.030 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+3.30% |
-
Bid Size: - |
-
Ask Size: - |
FedEx Corp |
240.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3850 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.23 |
| Parity: |
0.70 |
| Time value: |
0.28 |
| Break-even: |
230.77 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
5.38% |
| Delta: |
0.73 |
| Theta: |
-0.11 |
| Omega: |
16.95 |
| Rho: |
0.10 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.79% |
| 1 Month |
|
|
-66.55% |
| 3 Months |
|
|
-42.33% |
| YTD |
|
|
-63.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
0.910 |
| 1M High / 1M Low: |
2.810 |
0.910 |
| 6M High / 6M Low: |
5.800 |
0.910 |
| High (YTD): |
2024-03-22 |
5.800 |
| Low (YTD): |
2024-05-27 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.964 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.538 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.00% |
| Volatility 6M: |
|
223.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
