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BVT Call 100 TSM 20.09.2024/  DE000VM51SN4  /

Frankfurt Zert./VONT
10/07/2024  16:53:18 Chg.+0.500 Bid18:25:10 Ask18:25:10 Underlying Strike price Expiration date Option type
8.390EUR +6.34% 8.420
Bid Size: 36,000		 8.430
Ask Size: 36,000		 Taiwan Semiconductor... 100.00 USD 20/09/2024 Call
 

Master data

WKN: VM51SN
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 20/09/2024
Issue date: 28/11/2023
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.14
Leverage: Yes

Calculated values

Fair value: 7.88
Intrinsic value: 7.82
Implied volatility: 0.85
Historic volatility: 0.29
Parity: 7.82
Time value: 0.16
Break-even: 172.27
Moneyness: 1.85
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.13%
Delta: 0.97
Theta: -0.04
Omega: 2.07
Rho: 0.17
 

Quote data

Open: 8.260
High: 8.390
Low: 8.260
Previous Close: 7.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.70%
1 Month  
+28.88%
3 Months  
+82.00%
YTD  
+516.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.150 7.790
1M High / 1M Low: 8.360 6.310
6M High / 6M Low: 8.360 1.080
High (YTD): 19/06/2024 8.360
Low (YTD): 05/01/2024 1.030
52W High: - -
52W Low: - -
Avg. price 1W:   7.944
Avg. volume 1W:   0.000
Avg. price 1M:   7.273
Avg. volume 1M:   0.000
Avg. price 6M:   4.330
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.63%
Volatility 6M:   141.72%
Volatility 1Y:   -
Volatility 3Y:   -