BVT Call 240 FDX 20.12.2024
/ DE000VD62UM8
BVT Call 240 FDX 20.12.2024/ DE000VD62UM8 /
| 11/8/2024 8:04:44 PM |
Chg.+0.200 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.770EUR |
+4.38% |
-
Bid Size: - |
-
Ask Size: - |
FedEx Corp |
240.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD62UM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/31/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.43 |
| Intrinsic value: |
4.32 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.29 |
| Parity: |
4.32 |
| Time value: |
0.41 |
| Break-even: |
271.23 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
0.42% |
| Delta: |
0.87 |
| Theta: |
-0.14 |
| Omega: |
4.90 |
| Rho: |
0.21 |
Quote data
| Open: |
4.430 |
| High: |
4.790 |
| Low: |
4.420 |
| Previous Close: |
4.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.53% |
| 1 Month |
|
|
+66.78% |
| 3 Months |
|
|
+10.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.770 |
3.410 |
| 1M High / 1M Low: |
4.770 |
2.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.551 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
