BVT Put 270 FDX 20.12.2024
/ DE000VD21NX6
BVT Put 270 FDX 20.12.2024/ DE000VD21NX6 /
| 2024-08-14 7:56:42 PM |
Chg.-0.060 |
Bid9:44:15 PM |
Ask9:44:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
-4.69% |
1.210
Bid Size: 40,000 |
1.230
Ask Size: 40,000 |
FEDEX CORP. D... |
270.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.26 |
| Parity: |
1.25 |
| Time value: |
0.03 |
| Break-even: |
257.20 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
1.59% |
| Delta: |
-0.68 |
| Theta: |
-0.01 |
| Omega: |
-13.62 |
| Rho: |
-0.66 |
Quote data
| Open: |
1.250 |
| High: |
1.250 |
| Low: |
1.220 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.74% |
| 1 Month |
|
|
+60.53% |
| 3 Months |
|
|
-46.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
1.280 |
| 1M High / 1M Low: |
1.540 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.977 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
