BVT Call 105 TSM 20.09.2024
/ DE000VM5X8X8
BVT Call 105 TSM 20.09.2024/ DE000VM5X8X8 /
| 8/2/2024 8:04:47 PM |
Chg.-0.170 |
Bid10:13:44 AM |
Ask10:13:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-16.67% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
105.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM5X8X |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/28/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
50:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.32 |
| Parity: |
0.82 |
| Time value: |
0.04 |
| Break-even: |
139.23 |
| Moneyness: |
1.43 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.18% |
| Delta: |
0.92 |
| Theta: |
-0.07 |
| Omega: |
2.95 |
| Rho: |
0.11 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.850 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.05% |
| 1 Month |
|
|
-42.95% |
| 3 Months |
|
|
+16.44% |
| YTD |
|
|
+300.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.850 |
| 1M High / 1M Low: |
1.600 |
0.850 |
| 6M High / 6M Low: |
1.600 |
0.390 |
| High (YTD): |
7/10/2024 |
1.600 |
| Low (YTD): |
1/5/2024 |
0.153 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.994 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.258 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.913 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.26% |
| Volatility 6M: |
|
138.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
