BVT Put 270 FDX 20.12.2024/  DE000VD21NX6  /

Frankfurt Zert./VONT
2024-07-24  7:54:16 PM Chg.+0.040 Bid9:59:33 PM Ask9:59:33 PM Underlying Strike price Expiration date Option type
0.830EUR +5.06% -
Bid Size: -
-
Ask Size: -
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: -34.23
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.26
Parity: -0.72
Time value: 0.81
Break-even: 261.90
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 2.53%
Delta: -0.34
Theta: -0.03
Omega: -11.73
Rho: -0.42
 

Quote data

Open: 0.830
High: 0.830
Low: 0.790
Previous Close: 0.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+25.76%
1 Month
  -67.32%
3 Months
  -62.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.660
1M High / 1M Low: 2.540 0.580
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.736
Avg. volume 1W:   0.000
Avg. price 1M:   0.889
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -