BVT Call 140 TSM 19.07.2024
/ DE000VD5JTF8
BVT Call 140 TSM 19.07.2024/ DE000VD5JTF8 /
| 2024-07-16 7:53:21 PM |
Chg.+0.060 |
Bid8:17:33 AM |
Ask8:17:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.240EUR |
+1.44% |
3.860
Bid Size: 4,000 |
3.960
Ask Size: 4,000 |
Taiwan Semiconductor... |
140.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
VD5JTF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-07-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.15 |
| Intrinsic value: |
4.15 |
| Implied volatility: |
1.84 |
| Historic volatility: |
0.29 |
| Parity: |
4.15 |
| Time value: |
0.05 |
| Break-even: |
170.46 |
| Moneyness: |
1.32 |
| Premium: |
0.00 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
0.24% |
| Delta: |
0.96 |
| Theta: |
-0.41 |
| Omega: |
3.89 |
| Rho: |
0.01 |
Quote data
| Open: |
4.370 |
| High: |
4.470 |
| Low: |
4.240 |
| Previous Close: |
4.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.82% |
| 1 Month |
|
|
+19.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.650 |
4.110 |
| 1M High / 1M Low: |
4.650 |
2.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.786 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
