BVT Call 185 TSM 20.09.2024
/ DE000VD1Z4A6
BVT Call 185 TSM 20.09.2024/ DE000VD1Z4A6 /
| 2024-07-31 8:04:32 PM |
Chg.+0.048 |
Bid8:10:27 PM |
Ask8:10:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.106EUR |
+82.76% |
0.110
Bid Size: 62,000 |
0.120
Ask Size: 62,000 |
Taiwan Semiconductor... |
185.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
204.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.31 |
| Parity: |
-2.82 |
| Time value: |
0.07 |
| Break-even: |
171.75 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
2.73 |
| Spread abs.: |
0.01 |
| Spread %: |
16.67% |
| Delta: |
0.09 |
| Theta: |
-0.03 |
| Omega: |
18.25 |
| Rho: |
0.02 |
Quote data
| Open: |
0.092 |
| High: |
0.106 |
| Low: |
0.092 |
| Previous Close: |
0.058 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.16% |
| 1 Month |
|
|
-41.76% |
| 3 Months |
|
|
+140.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.104 |
0.058 |
| 1M High / 1M Low: |
0.270 |
0.058 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.183 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
