BVT Put 270 FDX 20.12.2024
/ DE000VD21NX6
BVT Put 270 FDX 20.12.2024/ DE000VD21NX6 /
| 9/17/2024 10:22:20 AM |
Chg.-0.020 |
Bid1:18:03 PM |
Ask1:18:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-2.17% |
0.900
Bid Size: 10,000 |
0.930
Ask Size: 10,000 |
FEDEX CORP. D... |
270.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD21NX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FEDEX CORP. DL-,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
3/28/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.25 |
| Parity: |
0.71 |
| Time value: |
0.23 |
| Break-even: |
260.60 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
2.17% |
| Delta: |
-0.60 |
| Theta: |
-0.02 |
| Omega: |
-16.69 |
| Rho: |
-0.43 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.37% |
| 1 Month |
|
|
-23.08% |
| 3 Months |
|
|
-68.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.920 |
| 1M High / 1M Low: |
1.250 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.984 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
