BVT Call 170 TSM 19.07.2024
/ DE000VD51ZH0
BVT Call 170 TSM 19.07.2024/ DE000VD51ZH0 /
| 2024-07-16 7:45:32 PM |
Chg.+0.040 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.580EUR |
+2.60% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
170.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
VD51ZH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-07-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.29 |
| Parity: |
1.40 |
| Time value: |
0.18 |
| Break-even: |
171.79 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
2.69 |
| Spread abs.: |
0.02 |
| Spread %: |
1.28% |
| Delta: |
0.82 |
| Theta: |
-0.77 |
| Omega: |
8.79 |
| Rho: |
0.01 |
Quote data
| Open: |
1.690 |
| High: |
1.790 |
| Low: |
1.580 |
| Previous Close: |
1.540 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.39% |
| 1 Month |
|
|
+20.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.530 |
| 1M High / 1M Low: |
2.110 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.365 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
367.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
