BVT Call 165 TSM 19.07.2024
/ DE000VD50MN8
BVT Call 165 TSM 19.07.2024/ DE000VD50MN8 /
| 2024-07-17 3:43:28 PM |
Chg.-0.97 |
Bid7:59:45 PM |
Ask7:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
-46.19% |
1.00
Bid Size: 42,000 |
1.02
Ask Size: 42,000 |
Taiwan Semiconductor... |
165.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
VD50MN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-07-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
1.42 |
| Historic volatility: |
0.29 |
| Parity: |
1.93 |
| Time value: |
0.11 |
| Break-even: |
171.75 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
2.23 |
| Spread abs.: |
0.02 |
| Spread %: |
0.99% |
| Delta: |
0.88 |
| Theta: |
-0.89 |
| Omega: |
7.39 |
| Rho: |
0.01 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
2.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.10% |
| 1 Month |
|
|
-22.07% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.64 |
1.84 |
| 1M High / 1M Low: |
2.64 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
327.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
