BVT Call 350 FDX 20.12.2024
/ DE000VD21PA9
BVT Call 350 FDX 20.12.2024/ DE000VD21PA9 /
| 11/7/2024 8:46:57 AM |
Chg.+0.011 |
Bid6:00:44 PM |
Ask6:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
+19.30% |
0.072
Bid Size: 40,000 |
0.184
Ask Size: 40,000 |
FedEx Corp |
350.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD21PA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
3/28/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
142.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.29 |
| Parity: |
-6.52 |
| Time value: |
0.18 |
| Break-even: |
327.96 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
5.96 |
| Spread abs.: |
0.12 |
| Spread %: |
181.54% |
| Delta: |
0.10 |
| Theta: |
-0.09 |
| Omega: |
14.09 |
| Rho: |
0.03 |
Quote data
| Open: |
0.068 |
| High: |
0.068 |
| Low: |
0.068 |
| Previous Close: |
0.057 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+78.95% |
| 1 Month |
|
|
+183.33% |
| 3 Months |
|
|
-84.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.057 |
0.033 |
| 1M High / 1M Low: |
0.057 |
0.022 |
| 6M High / 6M Low: |
0.920 |
0.022 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.262 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
375.99% |
| Volatility 6M: |
|
410.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
