BVT Put 270 FDX 20.06.2025
/ DE000VD9B3T8
BVT Put 270 FDX 20.06.2025/ DE000VD9B3T8 /
| 08/11/2024 09:03:45 |
Chg.-0.08 |
Bid20:16:20 |
Ask20:16:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.61EUR |
-4.73% |
1.50
Bid Size: 40,000 |
1.52
Ask Size: 40,000 |
FEDEX CORP. D... |
270.00 - |
20/06/2025 |
Put |
Master data
| WKN: |
VD9B3T |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FEDEX CORP. DL-,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
05/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.51 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.29 |
| Parity: |
0.77 |
| Time value: |
0.85 |
| Break-even: |
253.80 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.25% |
| Delta: |
-0.50 |
| Theta: |
-0.02 |
| Omega: |
-8.09 |
| Rho: |
-0.90 |
Quote data
| Open: |
1.61 |
| High: |
1.61 |
| Low: |
1.61 |
| Previous Close: |
1.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.26% |
| 1 Month |
|
|
-34.29% |
| 3 Months |
|
|
-32.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.00 |
1.69 |
| 1M High / 1M Low: |
2.45 |
1.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
