BVT Call 160 TSM 16.08.2024
/ DE000VD7FLT0
BVT Call 160 TSM 16.08.2024/ DE000VD7FLT0 /
| 7/10/2024 8:49:23 AM |
Chg.-0.05 |
Bid5:16:06 PM |
Ask5:16:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.84EUR |
-1.73% |
2.93
Bid Size: 40,000 |
2.94
Ask Size: 40,000 |
Taiwan Semiconductor... |
160.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
VD7FLT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
6/6/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
2.27 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.29 |
| Parity: |
2.27 |
| Time value: |
0.32 |
| Break-even: |
173.85 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.83 |
| Theta: |
-0.11 |
| Omega: |
5.49 |
| Rho: |
0.12 |
Quote data
| Open: |
2.84 |
| High: |
2.84 |
| Low: |
2.84 |
| Previous Close: |
2.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.90% |
| 1 Month |
|
|
+113.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.97 |
2.03 |
| 1M High / 1M Low: |
3.22 |
1.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
