BVT Put 230 FDX 20.12.2024/  DE000VD21NW8  /

EUWAX
30/08/2024  08:47:47 Chg.0.000 Bid30/08/2024 Ask30/08/2024 Underlying Strike price Expiration date Option type
0.240EUR 0.00% 0.240
Bid Size: 10,000
0.260
Ask Size: 10,000
FEDEX CORP. D... 230.00 - 20/12/2024 Put
 

Master data

WKN: VD21NW
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Put
Strike price: 230.00 -
Maturity: 20/12/2024
Issue date: 28/03/2024
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -102.83
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.25
Parity: -3.74
Time value: 0.26
Break-even: 227.40
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 0.57
Spread abs.: 0.02
Spread %: 8.33%
Delta: -0.12
Theta: -0.03
Omega: -12.69
Rho: -0.11
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -4.00%
3 Months
  -80.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.230
1M High / 1M Low: 0.610 0.214
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.353
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   258.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -