BVT Call 185 TSM 20.06.2025
/ DE000VD58QF8
BVT Call 185 TSM 20.06.2025/ DE000VD58QF8 /
| 2024-06-27 7:44:52 PM |
Chg.+0.002 |
Bid9:16:51 AM |
Ask9:16:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.228EUR |
+0.88% |
0.228
Bid Size: 10,000 |
0.238
Ask Size: 10,000 |
Taiwan Semiconductor... |
185.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD58QF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
68.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.29 |
| Parity: |
-1.25 |
| Time value: |
0.23 |
| Break-even: |
175.11 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
4.46% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
21.46 |
| Rho: |
0.47 |
Quote data
| Open: |
0.226 |
| High: |
0.234 |
| Low: |
0.226 |
| Previous Close: |
0.226 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.210 |
| 1M High / 1M Low: |
0.290 |
0.148 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.210 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
