BVT Put 290 FDX 20.09.2024
/ DE000VD2RZF5
BVT Put 290 FDX 20.09.2024/ DE000VD2RZF5 /
| 17/07/2024 08:56:27 |
Chg.-0.150 |
Bid15:51:45 |
Ask15:51:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-22.73% |
0.540
Bid Size: 37,000 |
0.560
Ask Size: 37,000 |
FEDEX CORP. D... |
290.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
VD2RZF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FEDEX CORP. DL-,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
290.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
25/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-55.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.26 |
| Parity: |
0.24 |
| Time value: |
0.28 |
| Break-even: |
284.80 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
4.00% |
| Delta: |
-0.51 |
| Theta: |
-0.02 |
| Omega: |
-28.22 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.89% |
| 1 Month |
|
|
-88.11% |
| 3 Months |
|
|
-82.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.660 |
| 1M High / 1M Low: |
4.290 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.878 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.915 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
