BVT Call 180 TSM 21.03.2025
/ DE000VD3V9U5
BVT Call 180 TSM 21.03.2025/ DE000VD3V9U5 /
| 2024-07-31 7:45:51 PM |
Chg.+0.032 |
Bid8:05:30 PM |
Ask8:05:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+19.05% |
0.202
Bid Size: 62,000 |
0.212
Ask Size: 62,000 |
Taiwan Semiconductor... |
180.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VD3V9U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 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: |
80.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.31 |
| Parity: |
-2.35 |
| Time value: |
0.18 |
| Break-even: |
168.21 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
5.95% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
14.64 |
| Rho: |
0.16 |
Quote data
| Open: |
0.192 |
| High: |
0.200 |
| Low: |
0.192 |
| Previous Close: |
0.168 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.04% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
+72.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.196 |
0.168 |
| 1M High / 1M Low: |
0.300 |
0.168 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.243 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
