BVT Call 125 TSM 20.12.2024
/ DE000VM59KJ2
BVT Call 125 TSM 20.12.2024/ DE000VM59KJ2 /
9/26/2024 8:37:03 AM |
Chg.+0.010 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
+1.19% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
125.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
VM59KJ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
125.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
12/1/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
19.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.25 |
Intrinsic value: |
5.15 |
Implied volatility: |
- |
Historic volatility: |
0.33 |
Parity: |
5.15 |
Time value: |
-4.29 |
Break-even: |
120.91 |
Moneyness: |
1.46 |
Premium: |
-0.26 |
Premium p.a.: |
-0.73 |
Spread abs.: |
0.01 |
Spread %: |
1.18% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.850 |
High: |
0.850 |
Low: |
0.850 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.41% |
1 Month |
|
|
+8.97% |
3 Months |
|
|
+6.25% |
YTD |
|
|
+240.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.830 |
1M High / 1M Low: |
0.850 |
0.740 |
6M High / 6M Low: |
0.860 |
0.450 |
High (YTD): |
7/11/2024 |
0.860 |
Low (YTD): |
1/5/2024 |
0.194 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.838 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.798 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.729 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
44.17% |
Volatility 6M: |
|
107.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |