BVT Put 260 FDX 21.06.2024
/ DE000VU9VF32
BVT Put 260 FDX 21.06.2024/ DE000VU9VF32 /
| 6/7/2024 8:43:20 AM |
Chg.-0.29 |
Bid10:00:08 PM |
Ask10:00:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
-21.32% |
-
Bid Size: - |
-
Ask Size: - |
FedEx Corp |
260.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VU9VF3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
7/13/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
1.14 |
| Time value: |
0.18 |
| Break-even: |
227.51 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
1.54% |
| Delta: |
-0.75 |
| Theta: |
-0.17 |
| Omega: |
-13.07 |
| Rho: |
-0.07 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.83% |
| 1 Month |
|
|
+52.86% |
| 3 Months |
|
|
-36.31% |
| YTD |
|
|
-35.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
0.78 |
| 1M High / 1M Low: |
1.73 |
0.32 |
| 6M High / 6M Low: |
2.58 |
0.21 |
| High (YTD): |
2/14/2024 |
2.58 |
| Low (YTD): |
3/28/2024 |
0.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
480.44% |
| Volatility 6M: |
|
318.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
