BVT Put 260 FDX 20.09.2024/  DE000VM3MZX6  /

EUWAX
2024-07-29  8:53:55 AM Chg.-0.013 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.217EUR -5.65% -
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: -114.75
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: 0.217
High: 0.217
Low: 0.217
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.71%
1 Month
  -22.50%
3 Months
  -82.36%
YTD
  -89.72%
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:   0.235
Avg. volume 1M:   0.000
Avg. price 6M:   1.517
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   238.57%
Volatility 6M:   204.52%
Volatility 1Y:   -
Volatility 3Y:   -