BVT Put 290 FDX 20.12.2024
/ DE000VD21NL1
BVT Put 290 FDX 20.12.2024/ DE000VD21NL1 /
| 2024-07-25 10:24:28 AM |
Chg.+0.040 |
Bid10:47:06 AM |
Ask10:47:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.470EUR |
+2.80% |
1.470
Bid Size: 10,000 |
1.510
Ask Size: 10,000 |
FEDEX CORP. D... |
290.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD21NL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FEDEX CORP. DL-,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
290.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.41 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.26 |
| Parity: |
1.48 |
| Time value: |
0.01 |
| Break-even: |
275.10 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
1.36% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-12.45 |
| Rho: |
-0.81 |
Quote data
| Open: |
1.470 |
| High: |
1.470 |
| Low: |
1.470 |
| Previous Close: |
1.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.83% |
| 1 Month |
|
|
-61.62% |
| 3 Months |
|
|
-55.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.430 |
1.150 |
| 1M High / 1M Low: |
3.830 |
1.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.509 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
