BVT Put 250 FDX 21.06.2024
/ DE000VU9K1Z2
BVT Put 250 FDX 21.06.2024/ DE000VU9K1Z2 /
| 2024-05-30 8:03:49 PM |
Chg.-0.260 |
Bid8:09:13 AM |
Ask8:09:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-33.77% |
0.530
Bid Size: 7,000 |
0.590
Ask Size: 7,000 |
FedEx Corp |
250.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9K1Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
0.45 |
| Time value: |
0.35 |
| Break-even: |
223.46 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
2.56% |
| Delta: |
-0.60 |
| Theta: |
-0.11 |
| Omega: |
-16.93 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.510 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.54% |
| 1 Month |
|
|
+59.38% |
| 3 Months |
|
|
-59.20% |
| YTD |
|
|
-59.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.510 |
| 1M High / 1M Low: |
0.770 |
0.173 |
| 6M High / 6M Low: |
1.940 |
0.109 |
| High (YTD): |
2024-02-13 |
1.940 |
| Low (YTD): |
2024-03-28 |
0.109 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.390 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.945 |
| Avg. volume 6M: |
|
168 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
418.73% |
| Volatility 6M: |
|
343.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
