BVT Call 115 TSM 20.12.2024
/ DE000VM7SKZ1
BVT Call 115 TSM 20.12.2024/ DE000VM7SKZ1 /
| 19/06/2024 08:23:50 |
Chg.- |
Bid20:00:02 |
Ask20:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.01EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
115.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
VM7SKZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
03/01/2024 |
| Last trading day: |
19/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.76 |
| Intrinsic value: |
5.56 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.29 |
| Parity: |
5.56 |
| Time value: |
1.89 |
| Break-even: |
189.50 |
| Moneyness: |
1.48 |
| Premium: |
0.11 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.11 |
| Spread %: |
1.50% |
| Delta: |
0.82 |
| Theta: |
-0.10 |
| Omega: |
1.89 |
| Rho: |
0.30 |
Quote data
| Open: |
7.01 |
| High: |
7.01 |
| Low: |
7.01 |
| Previous Close: |
6.55 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+36.38% |
| 3 Months |
|
|
+89.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.01 |
5.14 |
| 6M High / 6M Low: |
7.01 |
0.70 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.86% |
| Volatility 6M: |
|
184.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
