BVT Call 195 TSM 21.03.2025
/ DE000VD6N7N1
BVT Call 195 TSM 21.03.2025/ DE000VD6N7N1 /
| 10/10/2024 20:00:22 |
Chg.+0.004 |
Bid21:59:04 |
Ask21:59:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.222EUR |
+1.83% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
195.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD6N7N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
23/05/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
72.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.34 |
| Parity: |
-0.72 |
| Time value: |
0.24 |
| Break-even: |
180.58 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
4.42% |
| Delta: |
0.34 |
| Theta: |
-0.02 |
| Omega: |
24.98 |
| Rho: |
0.25 |
Quote data
| Open: |
0.224 |
| High: |
0.226 |
| Low: |
0.220 |
| Previous Close: |
0.218 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.12% |
| 1 Month |
|
|
+37.04% |
| 3 Months |
|
|
+0.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.222 |
0.198 |
| 1M High / 1M Low: |
0.222 |
0.156 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.215 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.189 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
