BVT Call 175 TSM 16.08.2024
/ DE000VD7FL57
BVT Call 175 TSM 16.08.2024/ DE000VD7FL57 /
| 2024-07-10 2:00:16 PM |
Chg.+0.300 |
Bid2:54:08 PM |
Ask2:54:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.840EUR |
+19.48% |
1.870
Bid Size: 11,000 |
1.900
Ask Size: 11,000 |
Taiwan Semiconductor... |
175.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
VD7FL5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-06 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.29 |
| Parity: |
0.88 |
| Time value: |
0.68 |
| Break-even: |
177.42 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
0.65% |
| Delta: |
0.67 |
| Theta: |
-0.14 |
| Omega: |
7.34 |
| Rho: |
0.10 |
Quote data
| Open: |
1.770 |
| High: |
1.840 |
| Low: |
1.770 |
| Previous Close: |
1.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.78% |
| 1 Month |
|
|
+127.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
1.440 |
| 1M High / 1M Low: |
2.100 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
