BVT Put 200 FDX 20.09.2024/  DE000VM3MZZ1  /

EUWAX
7/1/2024  8:51:49 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.007EUR - -
Bid Size: -
-
Ask Size: -
FEDEX CORP. D... 200.00 - 9/20/2024 Put
 

Master data

WKN: VM3MZZ
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Put
Strike price: 200.00 -
Maturity: 9/20/2024
Issue date: 10/9/2023
Last trading day: 7/1/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -493.85
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.26
Parity: -7.66
Time value: 0.06
Break-even: 199.44
Moneyness: 0.72
Premium: 0.28
Premium p.a.: 4.44
Spread abs.: 0.05
Spread %: 600.00%
Delta: -0.03
Theta: -0.03
Omega: -13.60
Rho: -0.01
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.008
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -12.50%
3 Months
  -95.24%
YTD
  -98.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.007 0.007
6M High / 6M Low: 0.610 0.007
High (YTD): 2/14/2024 0.610
Low (YTD): 7/1/2024 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.263
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   238.95%
Volatility 1Y:   -
Volatility 3Y:   -