BVT Put 270 FDX 20.12.2024
/ DE000VD21NX6
BVT Put 270 FDX 20.12.2024/ DE000VD21NX6 /
| 2024-06-21 1:52:15 PM |
Chg.+0.050 |
Bid4:30:57 PM |
Ask4:30:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.760EUR |
+1.85% |
2.630
Bid Size: 40,000 |
2.650
Ask Size: 40,000 |
FEDEX CORP. D... |
270.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD21NX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FEDEX CORP. DL-,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.47 |
| Intrinsic value: |
3.41 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
3.41 |
| Time value: |
-0.67 |
| Break-even: |
242.60 |
| Moneyness: |
1.14 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.74% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.750 |
| High: |
2.760 |
| Low: |
2.750 |
| Previous Close: |
2.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.10% |
| 1 Month |
|
|
+5.34% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.070 |
2.710 |
| 1M High / 1M Low: |
3.070 |
2.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.892 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.845 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
