BVT Call 165 TSM 16.08.2024
/ DE000VD7FL81
BVT Call 165 TSM 16.08.2024/ DE000VD7FL81 /
| 10/07/2024 17:02:54 |
Chg.+0.330 |
Bid17:24:05 |
Ask17:24:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.510EUR |
+15.14% |
2.530
Bid Size: 43,000 |
2.540
Ask Size: 43,000 |
Taiwan Semiconductor... |
165.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
VD7FL8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
06/06/2024 |
| Last trading day: |
16/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.81 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.29 |
| Parity: |
1.81 |
| Time value: |
0.41 |
| Break-even: |
174.78 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
0.45% |
| Delta: |
0.79 |
| Theta: |
-0.12 |
| Omega: |
6.05 |
| Rho: |
0.11 |
Quote data
| Open: |
2.460 |
| High: |
2.540 |
| Low: |
2.460 |
| Previous Close: |
2.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.84% |
| 1 Month |
|
|
+102.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.380 |
2.060 |
| 1M High / 1M Low: |
2.730 |
1.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.759 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
