BVT Call 175 TSM 19.07.2024
/ DE000VD559Z3
BVT Call 175 TSM 19.07.2024/ DE000VD559Z3 /
| 17/07/2024 08:41:30 |
Chg.-0.400 |
Bid22:00:03 |
Ask22:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-30.53% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
175.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
VD559Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
16/05/2024 |
| Last trading day: |
19/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
1.30 |
| Historic volatility: |
0.29 |
| Parity: |
1.01 |
| Time value: |
0.26 |
| Break-even: |
173.22 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
14.36 |
| Spread abs.: |
0.02 |
| Spread %: |
1.60% |
| Delta: |
0.75 |
| Theta: |
-1.31 |
| Omega: |
10.12 |
| Rho: |
0.01 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.81% |
| 1 Month |
|
|
-24.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.850 |
0.910 |
| 1M High / 1M Low: |
1.910 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
430.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
