BVT Put 280 FDX 21.06.2024
/ DE000VM67XQ3
BVT Put 280 FDX 21.06.2024/ DE000VM67XQ3 /
| 2024-04-30 8:15:52 AM |
Chg.+0.05 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
+3.40% |
-
Bid Size: - |
-
Ask Size: - |
FedEx Corp |
280.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM67XQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.23 |
| Parity: |
1.32 |
| Time value: |
0.22 |
| Break-even: |
245.92 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.32% |
| Delta: |
-0.70 |
| Theta: |
-0.05 |
| Omega: |
-11.32 |
| Rho: |
-0.27 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.52 |
| Previous Close: |
1.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+153.33% |
| 3 Months |
|
|
-56.20% |
| YTD |
|
|
-45.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.17 |
| 1M High / 1M Low: |
1.90 |
0.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-16 |
4.19 |
| Low (YTD): |
2024-03-28 |
0.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
315.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
