BVT Call 290 FDX 20.12.2024
/ DE000VD21N00
BVT Call 290 FDX 20.12.2024/ DE000VD21N00 /
| 11/11/2024 08:47:27 |
Chg.+0.21 |
Bid11:23:44 |
Ask11:23:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
+20.59% |
1.21
Bid Size: 10,000 |
1.26
Ask Size: 10,000 |
FedEx Corp |
290.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
28/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
-0.35 |
| Time value: |
1.16 |
| Break-even: |
282.29 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.02 |
| Spread %: |
1.75% |
| Delta: |
0.49 |
| Theta: |
-0.17 |
| Omega: |
11.33 |
| Rho: |
0.13 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.83% |
| 1 Month |
|
|
+161.70% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.02 |
0.62 |
| 1M High / 1M Low: |
1.02 |
0.46 |
| 6M High / 6M Low: |
3.58 |
0.36 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.43% |
| Volatility 6M: |
|
293.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
