BVT Put 280 FDX 20.09.2024
/ DE000VD2RZH1
BVT Put 280 FDX 20.09.2024/ DE000VD2RZH1 /
| 7/25/2024 8:55:35 AM |
Chg.+0.030 |
Bid11:29:14 AM |
Ask11:29:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+5.56% |
0.580
Bid Size: 10,000 |
0.610
Ask Size: 10,000 |
FEDEX CORP. D... |
280.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
VD2RZH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FEDEX CORP. DL-,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
3/25/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-45.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.26 |
| Parity: |
0.48 |
| Time value: |
0.13 |
| Break-even: |
273.90 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
3.39% |
| Delta: |
-0.61 |
| Theta: |
-0.02 |
| Omega: |
-27.48 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
-78.65% |
| 3 Months |
|
|
-74.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.380 |
| 1M High / 1M Low: |
2.670 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.686 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
