BVT Call 160 TSM 20.09.2024
/ DE000VM92YR7
BVT Call 160 TSM 20.09.2024/ DE000VM92YR7 /
| 28/06/2024 13:40:58 |
Chg.+0.010 |
Bid16:01:25 |
Ask16:01:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+3.23% |
0.330
Bid Size: 57,000 |
0.340
Ask Size: 57,000 |
Taiwan Semiconductor... |
160.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM92YR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
50.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
- |
| Historic volatility: |
0.29 |
| Parity: |
1.09 |
| Time value: |
-0.77 |
| Break-even: |
152.62 |
| Moneyness: |
1.07 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.310 |
| High: |
0.320 |
| Low: |
0.310 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
+37.93% |
| 3 Months |
|
|
+153.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.280 |
| 1M High / 1M Low: |
0.360 |
0.168 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
