BVT Call 165 TSM 16.08.2024
/ DE000VD7FL81
BVT Call 165 TSM 16.08.2024/ DE000VD7FL81 /
| 02/08/2024 20:02:56 |
Chg.-0.224 |
Bid21:59:59 |
Ask21:59:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.166EUR |
-57.44% |
-
Bid Size: - |
-
Ask Size: - |
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: |
78.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.32 |
| Parity: |
-1.39 |
| Time value: |
0.17 |
| Break-even: |
152.96 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
19.56 |
| Spread abs.: |
0.01 |
| Spread %: |
6.10% |
| Delta: |
0.21 |
| Theta: |
-0.17 |
| Omega: |
16.73 |
| Rho: |
0.01 |
Quote data
| Open: |
0.181 |
| High: |
0.213 |
| Low: |
0.161 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.48% |
| 1 Month |
|
|
-92.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.166 |
| 1M High / 1M Low: |
2.620 |
0.166 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.351 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.291 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
645.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
