BVT Put 260 FDX 20.09.2024
/ DE000VM3MZX6
BVT Put 260 FDX 20.09.2024/ DE000VM3MZX6 /
| 2024-07-26 8:54:52 AM |
Chg.-0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-4.17% |
-
Bid Size: - |
-
Ask Size: - |
FedEx Corp |
260.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-114.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.26 |
| Parity: |
-3.70 |
| Time value: |
0.24 |
| Break-even: |
237.09 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
1.42 |
| Spread abs.: |
0.01 |
| Spread %: |
6.17% |
| Delta: |
-0.12 |
| Theta: |
-0.07 |
| Omega: |
-14.02 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.75% |
| 1 Month |
|
|
-25.81% |
| 3 Months |
|
|
-81.75% |
| YTD |
|
|
-89.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.183 |
| 1M High / 1M Low: |
0.310 |
0.135 |
| 6M High / 6M Low: |
2.910 |
0.135 |
| High (YTD): |
2024-02-16 |
2.910 |
| Low (YTD): |
2024-07-17 |
0.135 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.215 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.517 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.72% |
| Volatility 6M: |
|
204.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
