BVT Call 290 FDX 20.12.2024
/ DE000VD21N00
BVT Call 290 FDX 20.12.2024/ DE000VD21N00 /
| 2024-07-25 8:46:37 AM |
Chg.-0.02 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.69EUR |
-0.74% |
-
Bid Size: - |
-
Ask Size: - |
FedEx Corp |
290.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD21N0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
0.76 |
| Time value: |
1.92 |
| Break-even: |
294.38 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
0.75% |
| Delta: |
0.63 |
| Theta: |
-0.08 |
| Omega: |
6.42 |
| Rho: |
0.59 |
Quote data
| Open: |
2.69 |
| High: |
2.69 |
| Low: |
2.69 |
| Previous Close: |
2.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.48% |
| 1 Month |
|
|
+177.32% |
| 3 Months |
|
|
+79.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.47 |
2.71 |
| 1M High / 1M Low: |
3.58 |
0.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
473.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
