BVT Put 250 FDX 20.12.2024
/ DE000VD21NJ5
BVT Put 250 FDX 20.12.2024/ DE000VD21NJ5 /
| 2024-06-21 4:59:00 PM |
Chg.-0.080 |
Bid6:08:10 PM |
Ask6:08:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
-4.65% |
1.620
Bid Size: 44,000 |
1.640
Ask Size: 44,000 |
FEDEX CORP. D... |
250.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD21NJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FEDEX CORP. DL-,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.23 |
| Parity: |
1.41 |
| Time value: |
0.34 |
| Break-even: |
232.50 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.16% |
| Delta: |
-0.60 |
| Theta: |
-0.02 |
| Omega: |
-8.11 |
| Rho: |
-0.79 |
Quote data
| Open: |
1.740 |
| High: |
1.740 |
| Low: |
1.640 |
| Previous Close: |
1.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.33% |
| 1 Month |
|
|
-0.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.720 |
| 1M High / 1M Low: |
1.960 |
1.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.801 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
