BVT Put 260 FDX 20.09.2024
/ DE000VM3MZX6
BVT Put 260 FDX 20.09.2024/ DE000VM3MZX6 /
| 29/07/2024 14:01:00 |
Chg.-0.008 |
Bid15:30:01 |
Ask15:29:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.216EUR |
-3.57% |
0.224
Bid Size: 1,600 |
0.270
Ask Size: 1,600 |
FedEx Corp |
260.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM3MZX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-114.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
-3.70 |
| Time value: |
0.24 |
| Break-even: |
237.16 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
1.50 |
| Spread abs.: |
0.01 |
| Spread %: |
6.17% |
| Delta: |
-0.12 |
| Theta: |
-0.07 |
| Omega: |
-14.04 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.216 |
| Previous Close: |
0.224 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.34% |
| 1 Month |
|
|
-16.92% |
| 3 Months |
|
|
-82.44% |
| YTD |
|
|
-89.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.181 |
| 1M High / 1M Low: |
0.310 |
0.131 |
| 6M High / 6M Low: |
2.950 |
0.131 |
| High (YTD): |
13/02/2024 |
2.950 |
| Low (YTD): |
16/07/2024 |
0.131 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.230 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.522 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.32% |
| Volatility 6M: |
|
205.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
