BVT Put 270 FDX 21.06.2024
/ DE000VM0GUV9
BVT Put 270 FDX 21.06.2024/ DE000VM0GUV9 /
| 2024-05-31 7:50:55 PM |
Chg.-0.090 |
Bid9:57:25 PM |
Ask9:57:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.950EUR |
-4.41% |
1.610
Bid Size: 24,000 |
1.630
Ask Size: 24,000 |
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: |
-11.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
1.89 |
| Time value: |
0.14 |
| Break-even: |
228.97 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.00% |
| Delta: |
-0.81 |
| Theta: |
-0.11 |
| Omega: |
-9.16 |
| Rho: |
-0.12 |
Quote data
| Open: |
2.010 |
| High: |
2.030 |
| Low: |
1.950 |
| Previous Close: |
2.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.96% |
| 1 Month |
|
|
+78.90% |
| 3 Months |
|
|
-20.41% |
| YTD |
|
|
-10.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.380 |
2.040 |
| 1M High / 1M Low: |
2.380 |
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: |
|
2.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.487 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.892 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.90% |
| Volatility 6M: |
|
300.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
