BVT Call 160 TSM 21.03.2025
/ DE000VD3V9Q3
BVT Call 160 TSM 21.03.2025/ DE000VD3V9Q3 /
| 13/11/2024 10:21:41 |
Chg.+0.010 |
Bid13:30:04 |
Ask13:30:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+2.63% |
0.390
Bid Size: 16,000 |
0.400
Ask Size: 16,000 |
Taiwan Semiconductor... |
160.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD3V9Q |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
11/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
45.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.51 |
| Intrinsic value: |
2.99 |
| Implied volatility: |
- |
| Historic volatility: |
0.36 |
| Parity: |
2.99 |
| Time value: |
-2.59 |
| Break-even: |
154.71 |
| Moneyness: |
1.20 |
| Premium: |
-0.14 |
| Premium p.a.: |
-0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.41% |
| 3 Months |
|
|
+25.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.380 |
| 1M High / 1M Low: |
0.420 |
0.360 |
| 6M High / 6M Low: |
0.420 |
0.196 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.389 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.310 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.69% |
| Volatility 6M: |
|
98.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
