BVT Call 165 TSM 16.08.2024
/ DE000VD7FL81
BVT Call 165 TSM 16.08.2024/ DE000VD7FL81 /
| 8/15/2024 8:49:01 AM |
Chg.-0.130 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-18.06% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
165.00 USD |
8/16/2024 |
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: |
8/16/2024 |
| Issue date: |
6/6/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.32 |
| Parity: |
0.45 |
| Time value: |
0.12 |
| Break-even: |
155.54 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
15.36 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.74 |
| Theta: |
-1.20 |
| Omega: |
20.09 |
| Rho: |
0.00 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+224.18% |
| 1 Month |
|
|
-75.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.182 |
| 1M High / 1M Low: |
2.410 |
0.006 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.801 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
10,443.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
