BVT Call 260 FDX 20.12.2024
/ DE000VD4G414
BVT Call 260 FDX 20.12.2024/ DE000VD4G414 /
| 7/29/2024 8:56:54 AM |
Chg.+0.14 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.80EUR |
+3.00% |
-
Bid Size: - |
-
Ask Size: - |
FedEx Corp |
260.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/19/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.39 |
| Intrinsic value: |
3.70 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
3.70 |
| Time value: |
1.03 |
| Break-even: |
286.87 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.42% |
| Delta: |
0.80 |
| Theta: |
-0.07 |
| Omega: |
4.71 |
| Rho: |
0.69 |
Quote data
| Open: |
4.80 |
| High: |
4.80 |
| Low: |
4.80 |
| Previous Close: |
4.66 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.05% |
| 1 Month |
|
|
+5.73% |
| 3 Months |
|
|
+65.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.23 |
4.61 |
| 1M High / 1M Low: |
5.71 |
4.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
