BVT Call 185 TSM 20.09.2024
/ DE000VD1Z4A6
BVT Call 185 TSM 20.09.2024/ DE000VD1Z4A6 /
| 15/08/2024 08:22:35 |
Chg.-0.012 |
Bid10:23:03 |
Ask10:23:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.126EUR |
-8.70% |
0.114
Bid Size: 10,000 |
0.128
Ask Size: 10,000 |
Taiwan Semiconductor... |
185.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD1Z4A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
12/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
120.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.32 |
| Parity: |
-1.36 |
| Time value: |
0.13 |
| Break-even: |
169.28 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
1.55 |
| Spread abs.: |
0.01 |
| Spread %: |
8.47% |
| Delta: |
0.18 |
| Theta: |
-0.05 |
| Omega: |
22.18 |
| Rho: |
0.03 |
Quote data
| Open: |
0.126 |
| High: |
0.126 |
| Low: |
0.126 |
| Previous Close: |
0.138 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+90.91% |
| 1 Month |
|
|
-51.54% |
| 3 Months |
|
|
+53.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.138 |
0.066 |
| 1M High / 1M Low: |
0.260 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
23,955.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
