BVT Call 320 FDX 20.09.2024
/ DE000VD2RZA6
BVT Call 320 FDX 20.09.2024/ DE000VD2RZA6 /
| 8/30/2024 7:54:42 PM |
Chg.-0.060 |
Bid9:56:29 PM |
Ask9:56:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-16.22% |
-
Bid Size: - |
-
Ask Size: - |
FedEx Corp |
320.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VD2RZA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/25/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
76.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
-2.14 |
| Time value: |
0.35 |
| Break-even: |
292.30 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
3.71 |
| Spread abs.: |
0.02 |
| Spread %: |
6.06% |
| Delta: |
0.24 |
| Theta: |
-0.20 |
| Omega: |
18.16 |
| Rho: |
0.03 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.310 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.43% |
| 1 Month |
|
|
-53.73% |
| 3 Months |
|
|
+233.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.290 |
| 1M High / 1M Low: |
0.670 |
0.124 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.326 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
333.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
