BVT Call 165 TSM 21.03.2025
/ DE000VD3V902
BVT Call 165 TSM 21.03.2025/ DE000VD3V902 /
2024-08-14 8:00:42 PM |
Chg.-0.010 |
Bid8:00:23 AM |
Ask8:00:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
-3.45% |
0.290 Bid Size: 10,000 |
0.300 Ask Size: 10,000 |
Taiwan Semiconductor... |
165.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
VD3V90 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
165.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-11 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
50.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.04 |
Intrinsic value: |
0.67 |
Implied volatility: |
- |
Historic volatility: |
0.32 |
Parity: |
0.67 |
Time value: |
-0.36 |
Break-even: |
153.15 |
Moneyness: |
1.04 |
Premium: |
-0.02 |
Premium p.a.: |
-0.04 |
Spread abs.: |
0.01 |
Spread %: |
3.33% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.280 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.70% |
1 Month |
|
|
-15.15% |
3 Months |
|
|
+30.84% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.270 |
1M High / 1M Low: |
0.330 |
0.194 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.280 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.261 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
152.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |