BVT Put 270 FDX 20.09.2024
/ DE000VD2RZC2
BVT Put 270 FDX 20.09.2024/ DE000VD2RZC2 /
| 7/4/2024 8:54:48 AM |
Chg.+0.090 |
Bid8:00:14 PM |
Ask8:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+23.08% |
-
Bid Size: - |
-
Ask Size: - |
FEDEX CORP. D... |
270.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
VD2RZC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FEDEX CORP. DL-,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
3/25/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-55.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.26 |
| Parity: |
-0.22 |
| Time value: |
0.49 |
| Break-even: |
265.10 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
4.26% |
| Delta: |
-0.39 |
| Theta: |
-0.03 |
| Omega: |
-21.61 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
-81.89% |
| 3 Months |
|
|
-64.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.380 |
| 1M High / 1M Low: |
2.750 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.841 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
