BVT Put 270 FDX 21.06.2024
/ DE000VM0GUV9
BVT Put 270 FDX 21.06.2024/ DE000VM0GUV9 /
| 2024-06-07 7:50:37 PM |
Chg.+0.020 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.980EUR |
+1.02% |
-
Bid Size: - |
-
Ask Size: - |
FedEx Corp |
270.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM0GUV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-28 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.22 |
| Parity: |
2.06 |
| Time value: |
0.14 |
| Break-even: |
227.96 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
0.92% |
| Delta: |
-0.83 |
| Theta: |
-0.17 |
| Omega: |
-8.65 |
| Rho: |
-0.08 |
Quote data
| Open: |
1.950 |
| High: |
1.980 |
| Low: |
1.880 |
| Previous Close: |
1.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.54% |
| 1 Month |
|
|
+88.57% |
| 3 Months |
|
|
-16.81% |
| YTD |
|
|
-9.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.400 |
1.960 |
| 1M High / 1M Low: |
2.400 |
0.840 |
| 6M High / 6M Low: |
3.360 |
0.320 |
| High (YTD): |
2024-02-16 |
3.360 |
| Low (YTD): |
2024-03-28 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.750 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.901 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.08% |
| Volatility 6M: |
|
302.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
