BVT Put 220 FDX 20.12.2024
/ DE000VD3PA78
BVT Put 220 FDX 20.12.2024/ DE000VD3PA78 /
| 7/17/2024 8:33:24 AM |
Chg.-0.020 |
Bid3:51:30 PM |
Ask3:51:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.105EUR |
-16.00% |
0.117
Bid Size: 37,000 |
0.132
Ask Size: 37,000 |
FEDEX CORP. D... |
220.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD3PA7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FEDEX CORP. DL-,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-243.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
-6.76 |
| Time value: |
0.12 |
| Break-even: |
218.82 |
| Moneyness: |
0.77 |
| Premium: |
0.24 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.02 |
| Spread %: |
14.56% |
| Delta: |
-0.05 |
| Theta: |
-0.02 |
| Omega: |
-12.22 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.105 |
| High: |
0.105 |
| Low: |
0.105 |
| Previous Close: |
0.125 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.01% |
| 1 Month |
|
|
-88.20% |
| 3 Months |
|
|
-85.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.178 |
0.125 |
| 1M High / 1M Low: |
0.890 |
0.125 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.151 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.369 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
