BVT Call 320 FDX 20.09.2024
/ DE000VD2RZA6
BVT Call 320 FDX 20.09.2024/ DE000VD2RZA6 /
| 2024-07-26 8:56:28 AM |
Chg.+0.010 |
Bid1:30:13 PM |
Ask1:30:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+1.72% |
0.620
Bid Size: 16,000 |
0.650
Ask Size: 16,000 |
FedEx Corp |
320.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
45.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
-1.97 |
| Time value: |
0.60 |
| Break-even: |
300.89 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.02 |
| Spread %: |
3.45% |
| Delta: |
0.31 |
| Theta: |
-0.11 |
| Omega: |
14.27 |
| Rho: |
0.12 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.40% |
| 1 Month |
|
|
+22.92% |
| 3 Months |
|
|
+78.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.580 |
| 1M High / 1M Low: |
1.070 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.742 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
314.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
