BVT Put 270 FDX 21.03.2025
/ DE000VD9B430
BVT Put 270 FDX 21.03.2025/ DE000VD9B430 /
| 11/8/2024 7:55:07 PM |
Chg.-0.050 |
Bid8:55:25 PM |
Ask8:55:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
-3.91% |
1.240
Bid Size: 40,000 |
1.260
Ask Size: 40,000 |
FEDEX CORP. D... |
270.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
VD9B43 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FEDEX CORP. DL-,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
7/5/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.29 |
| Parity: |
0.77 |
| Time value: |
0.58 |
| Break-even: |
256.50 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.50% |
| Delta: |
-0.55 |
| Theta: |
-0.03 |
| Omega: |
-10.61 |
| Rho: |
-0.57 |
Quote data
| Open: |
1.330 |
| High: |
1.330 |
| Low: |
1.210 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.07% |
| 1 Month |
|
|
-41.15% |
| 3 Months |
|
|
-34.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.740 |
1.280 |
| 1M High / 1M Low: |
2.090 |
1.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.695 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
