BVT Call 175 TSM 20.09.2024
/ DE000VD1UNQ4
BVT Call 175 TSM 20.09.2024/ DE000VD1UNQ4 /
| 2024-07-31 7:44:46 PM |
Chg.+0.104 |
Bid8:08:03 PM |
Ask8:08:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+62.65% |
0.280
Bid Size: 62,000 |
0.290
Ask Size: 62,000 |
Taiwan Semiconductor... |
175.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD1UNQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
81.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.31 |
| Parity: |
-1.89 |
| Time value: |
0.18 |
| Break-even: |
163.56 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
1.63 |
| Spread abs.: |
0.01 |
| Spread %: |
6.02% |
| Delta: |
0.19 |
| Theta: |
-0.05 |
| Omega: |
15.30 |
| Rho: |
0.04 |
Quote data
| Open: |
0.238 |
| High: |
0.270 |
| Low: |
0.238 |
| Previous Close: |
0.166 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-34.15% |
| 3 Months |
|
|
+154.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.166 |
| 1M High / 1M Low: |
0.580 |
0.166 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.235 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.414 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
