BVT Put 240 FDX 20.09.2024/  DE000VM3MZT4  /

EUWAX
2024-07-26  8:54:52 AM Chg.-0.005 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.088EUR -5.38% -
Bid Size: -
-
Ask Size: -
FedEx Corp 240.00 USD 2024-09-20 Put
 

Master data

WKN: VM3MZT
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Put
Strike price: 240.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-09
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -276.48
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.26
Parity: -5.54
Time value: 0.10
Break-even: 220.08
Moneyness: 0.80
Premium: 0.20
Premium p.a.: 2.43
Spread abs.: 0.01
Spread %: 16.28%
Delta: -0.05
Theta: -0.04
Omega: -14.93
Rho: -0.02
 

Quote data

Open: 0.088
High: 0.088
Low: 0.088
Previous Close: 0.093
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.79%
1 Month
  -28.46%
3 Months
  -86.87%
YTD
  -93.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.093 0.072
1M High / 1M Low: 0.124 0.051
6M High / 6M Low: 1.830 0.051
High (YTD): 2024-02-14 1.830
Low (YTD): 2024-07-17 0.051
52W High: - -
52W Low: - -
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   0.856
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   249.53%
Volatility 6M:   219.18%
Volatility 1Y:   -
Volatility 3Y:   -