BVT Put 250 FDX 20.12.2024
/ DE000VD21NJ5
BVT Put 250 FDX 20.12.2024/ DE000VD21NJ5 /
| 2024-07-04 8:47:09 AM |
Chg.+0.070 |
Bid8:00:15 PM |
Ask8:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+15.91% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-51.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.26 |
| Parity: |
-2.22 |
| Time value: |
0.53 |
| Break-even: |
244.70 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
3.92% |
| Delta: |
-0.22 |
| Theta: |
-0.03 |
| Omega: |
-11.23 |
| Rho: |
-0.30 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.00% |
| 1 Month |
|
|
-72.87% |
| 3 Months |
|
|
-56.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.440 |
| 1M High / 1M Low: |
1.940 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.373 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
