BVT Put 250 FDX 20.12.2024
/ DE000VD21NJ5
BVT Put 250 FDX 20.12.2024/ DE000VD21NJ5 /
| 2024-11-07 10:27:35 AM |
Chg.0.000 |
Bid10:27:35 AM |
Ask10:27:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
0.00% |
0.390
Bid Size: 10,000 |
0.410
Ask Size: 10,000 |
FEDEX CORP. D... |
250.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD21NJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FEDEX CORP. DL-,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-62.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.29 |
| Parity: |
-1.10 |
| Time value: |
0.42 |
| Break-even: |
245.80 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
-0.28 |
| Theta: |
-0.08 |
| Omega: |
-17.55 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.02% |
| 1 Month |
|
|
-55.17% |
| 3 Months |
|
|
-58.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.390 |
| 1M High / 1M Low: |
0.870 |
0.390 |
| 6M High / 6M Low: |
1.960 |
0.300 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.574 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.869 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.63% |
| Volatility 6M: |
|
280.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
