BVT Call 185 TSM 20.12.2024
/ DE000VD1Z4B4
BVT Call 185 TSM 20.12.2024/ DE000VD1Z4B4 /
2024-07-31 8:22:31 AM |
Chg.-0.002 |
Bid6:40:07 PM |
Ask6:40:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.152EUR |
-1.30% |
0.166 Bid Size: 63,000 |
0.176 Ask Size: 63,000 |
Taiwan Semiconductor... |
185.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD1Z4B |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
185.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-12 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
103.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.31 |
Parity: |
-2.82 |
Time value: |
0.14 |
Break-even: |
172.43 |
Moneyness: |
0.84 |
Premium: |
0.21 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.01 |
Spread %: |
7.81% |
Delta: |
0.14 |
Theta: |
-0.02 |
Omega: |
14.50 |
Rho: |
0.07 |
Quote data
Open: |
0.152 |
High: |
0.152 |
Low: |
0.152 |
Previous Close: |
0.154 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.61% |
1 Month |
|
|
-26.21% |
3 Months |
|
|
+90.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.178 |
0.150 |
1M High / 1M Low: |
0.280 |
0.150 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.161 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.218 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
153.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |