BVT Put 260 FDX 20.12.2024
/ DE000VD21NZ1
BVT Put 260 FDX 20.12.2024/ DE000VD21NZ1 /
| 2024-06-21 8:47:11 AM |
Chg.-0.18 |
Bid11:16:31 AM |
Ask11:16:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.18EUR |
-7.63% |
2.20
Bid Size: 11,000 |
2.25
Ask Size: 11,000 |
FEDEX CORP. D... |
260.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD21NZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FEDEX CORP. DL-,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.72 |
| Intrinsic value: |
2.41 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
2.41 |
| Time value: |
-0.21 |
| Break-even: |
238.00 |
| Moneyness: |
1.10 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
0.92% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.18 |
| High: |
2.18 |
| Low: |
2.18 |
| Previous Close: |
2.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.03% |
| 1 Month |
|
|
+10.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.44 |
2.28 |
| 1M High / 1M Low: |
2.57 |
1.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
