BVT Call 195 TSM 21.03.2025
/ DE000VD6N7N1
BVT Call 195 TSM 21.03.2025/ DE000VD6N7N1 /
| 11/14/2024 5:04:58 PM |
Chg.+0.008 |
Bid7:00:29 PM |
Ask7:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+3.60% |
0.224
Bid Size: 54,000 |
0.234
Ask Size: 54,000 |
Taiwan Semiconductor... |
195.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
5/23/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
78.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.36 |
| Parity: |
-0.79 |
| Time value: |
0.23 |
| Break-even: |
186.82 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
4.63% |
| Delta: |
0.32 |
| Theta: |
-0.02 |
| Omega: |
24.74 |
| Rho: |
0.19 |
Quote data
| Open: |
0.224 |
| High: |
0.230 |
| Low: |
0.224 |
| Previous Close: |
0.222 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.86% |
| 1 Month |
|
|
-8.00% |
| 3 Months |
|
|
+32.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.222 |
| 1M High / 1M Low: |
0.320 |
0.222 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.251 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
