BVT Call 155 TSM 20.12.2024
/ DE000VM92YV9
BVT Call 155 TSM 20.12.2024/ DE000VM92YV9 /
| 2024-11-13 10:36:19 AM |
Chg.0.000 |
Bid1:18:12 PM |
Ask1:18:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
0.00% |
0.450
Bid Size: 11,000 |
0.460
Ask Size: 11,000 |
Taiwan Semiconductor... |
155.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VM92YV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
39.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.53 |
| Intrinsic value: |
3.46 |
| Implied volatility: |
- |
| Historic volatility: |
0.36 |
| Parity: |
3.46 |
| Time value: |
-3.00 |
| Break-even: |
150.60 |
| Moneyness: |
1.24 |
| Premium: |
-0.17 |
| Premium p.a.: |
-0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.27% |
| 1 Month |
|
|
+9.76% |
| 3 Months |
|
|
+36.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.440 |
| 1M High / 1M Low: |
0.460 |
0.400 |
| 6M High / 6M Low: |
0.460 |
0.204 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.436 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.331 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
38.12% |
| Volatility 6M: |
|
98.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
