BVT Put 240 FDX 20.12.2024
/ DE000VD21N26
BVT Put 240 FDX 20.12.2024/ DE000VD21N26 /
| 08/11/2024 09:00:45 |
Chg.-0.053 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.197EUR |
-21.20% |
-
Bid Size: - |
-
Ask Size: - |
FEDEX CORP. D... |
240.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD21N2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FEDEX CORP. DL-,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
28/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-137.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.29 |
| Parity: |
-2.71 |
| Time value: |
0.19 |
| Break-even: |
238.06 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
1.51 |
| Spread abs.: |
0.01 |
| Spread %: |
7.78% |
| Delta: |
-0.13 |
| Theta: |
-0.07 |
| Omega: |
-18.25 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.197 |
| High: |
0.197 |
| Low: |
0.197 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.44% |
| 1 Month |
|
|
-62.12% |
| 3 Months |
|
|
-71.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.197 |
| 1M High / 1M Low: |
0.480 |
0.197 |
| 6M High / 6M Low: |
1.600 |
0.197 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.273 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.348 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.635 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.04% |
| Volatility 6M: |
|
288.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
