BVT Call 185 TSM 16.08.2024
/ DE000VD7MPG4
BVT Call 185 TSM 16.08.2024/ DE000VD7MPG4 /
| 2024-07-10 8:56:03 AM |
Chg.-0.04 |
Bid3:00:07 PM |
Ask3:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
-3.17% |
1.28
Bid Size: 14,000 |
1.31
Ask Size: 14,000 |
Taiwan Semiconductor... |
185.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
VD7MPG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-10 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.29 |
| Parity: |
-0.04 |
| Time value: |
1.06 |
| Break-even: |
181.67 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
0.53 |
| Theta: |
-0.15 |
| Omega: |
8.59 |
| Rho: |
0.08 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.67% |
| 1 Month |
|
|
+130.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
0.75 |
| 1M High / 1M Low: |
1.55 |
0.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
333.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
