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 |
Bid08:53:03 |
Ask08:53:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.126EUR |
-8.70% |
0.126 Bid Size: 10,000 |
0.142 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: |
100.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.32 |
Parity: |
-1.15 |
Time value: |
0.16 |
Break-even: |
169.80 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
1.20 |
Spread abs.: |
0.01 |
Spread %: |
6.85% |
Delta: |
0.22 |
Theta: |
-0.05 |
Omega: |
22.03 |
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: |
|
- |