BVT Call 185 TSM 20.06.2025
/ DE000VD58QF8
BVT Call 185 TSM 20.06.2025/ DE000VD58QF8 /
| 17/09/2024 13:44:32 |
Chg.+0.006 |
Bid14:20:18 |
Ask14:20:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.206EUR |
+3.00% |
0.208
Bid Size: 19,000 |
0.218
Ask Size: 19,000 |
Taiwan Semiconductor... |
185.00 USD |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
16/05/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
70.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.33 |
| Parity: |
-1.43 |
| Time value: |
0.21 |
| Break-even: |
168.37 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
4.90% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
18.53 |
| Rho: |
0.28 |
Quote data
| Open: |
0.204 |
| High: |
0.206 |
| Low: |
0.204 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.44% |
| 1 Month |
|
|
-11.21% |
| 3 Months |
|
|
-17.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.226 |
0.180 |
| 1M High / 1M Low: |
0.228 |
0.166 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.205 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
