BVT Call 270 FDX 20.12.2024
/ DE000VD3PA52
BVT Call 270 FDX 20.12.2024/ DE000VD3PA52 /
| 2024-07-25 8:32:03 AM |
Chg.-0.05 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.92EUR |
-1.26% |
-
Bid Size: - |
-
Ask Size: - |
FedEx Corp |
270.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3PA5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.59 |
| Intrinsic value: |
2.61 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
2.61 |
| Time value: |
1.30 |
| Break-even: |
288.22 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.51% |
| Delta: |
0.75 |
| Theta: |
-0.08 |
| Omega: |
5.26 |
| Rho: |
0.68 |
Quote data
| Open: |
3.92 |
| High: |
3.92 |
| Low: |
3.92 |
| Previous Close: |
3.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.67% |
| 1 Month |
|
|
+141.98% |
| 3 Months |
|
|
+67.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.82 |
3.97 |
| 1M High / 1M Low: |
4.95 |
1.62 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
414.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
