BVT Call 155 TSM 19.07.2024
/ DE000VD5JTC5
BVT Call 155 TSM 19.07.2024/ DE000VD5JTC5 /
| 2024-07-09 7:50:51 PM |
Chg.-0.260 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.730EUR |
-8.70% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
155.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
VD5JTC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 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: |
5.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.93 |
| Intrinsic value: |
2.92 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.29 |
| Parity: |
2.92 |
| Time value: |
0.09 |
| Break-even: |
173.21 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
0.93 |
| Theta: |
-0.17 |
| Omega: |
5.32 |
| Rho: |
0.04 |
Quote data
| Open: |
3.130 |
| High: |
3.130 |
| Low: |
2.730 |
| Previous Close: |
2.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.80% |
| 1 Month |
|
|
+71.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.990 |
2.630 |
| 1M High / 1M Low: |
3.250 |
1.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.207 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
