BVT Call 260 FDX 20.12.2024
/ DE000VD4G414
BVT Call 260 FDX 20.12.2024/ DE000VD4G414 /
| 11/11/2024 08:57:05 |
Chg.+0.40 |
Bid14:52:29 |
Ask14:52:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.20EUR |
+14.29% |
3.18
Bid Size: 10,000 |
3.23
Ask Size: 10,000 |
FedEx Corp |
260.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD4G41 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
19/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.72 |
| Intrinsic value: |
2.45 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.29 |
| Parity: |
2.45 |
| Time value: |
0.62 |
| Break-even: |
273.39 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
0.66% |
| Delta: |
0.78 |
| Theta: |
-0.16 |
| Omega: |
6.76 |
| Rho: |
0.19 |
Quote data
| Open: |
3.20 |
| High: |
3.20 |
| Low: |
3.20 |
| Previous Close: |
2.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.79% |
| 1 Month |
|
|
+102.53% |
| 3 Months |
|
|
-0.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.80 |
1.98 |
| 1M High / 1M Low: |
2.80 |
1.55 |
| 6M High / 6M Low: |
5.71 |
1.24 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.98% |
| Volatility 6M: |
|
217.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
