BVT Call 110 TSM 17.01.2025/  DE000VM5YN30  /

Frankfurt Zert./VONT
19/06/2024  10:24:11 Chg.+0.670 Bid10:32:52 Ask10:32:52 Underlying Strike price Expiration date Option type
7.880EUR +9.29% -
Bid Size: -
-
Ask Size: -
Taiwan Semiconductor... 110.00 - 17/01/2025 Call
 

Master data

WKN: VM5YN3
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 17/01/2025
Issue date: 28/11/2023
Last trading day: 19/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.14
Leverage: Yes

Calculated values

Fair value: 6.28
Intrinsic value: 6.06
Implied volatility: 1.06
Historic volatility: 0.29
Parity: 6.06
Time value: 1.91
Break-even: 189.70
Moneyness: 1.55
Premium: 0.11
Premium p.a.: 0.22
Spread abs.: 0.11
Spread %: 1.40%
Delta: 0.84
Theta: -0.09
Omega: 1.79
Rho: 0.33
 

Quote data

Open: 7.880
High: 7.880
Low: 7.880
Previous Close: 7.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+33.56%
3 Months  
+91.73%
YTD  
+591.23%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 7.880 5.700
6M High / 6M Low: 7.880 0.910
High (YTD): 19/06/2024 7.880
Low (YTD): 05/01/2024 0.870
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   6.596
Avg. volume 1M:   0.000
Avg. price 6M:   3.526
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.05%
Volatility 6M:   152.46%
Volatility 1Y:   -
Volatility 3Y:   -