BVT Call 200 TSM 16.08.2024
/ DE000VD7ZRK4
BVT Call 200 TSM 16.08.2024/ DE000VD7ZRK4 /
| 16/07/2024 19:53:44 |
Chg.+0.010 |
Bid08:11:50 |
Ask08:11:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+1.85% |
0.430
Bid Size: 8,000 |
0.460
Ask Size: 8,000 |
Taiwan Semiconductor... |
200.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
VD7ZRK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
14/06/2024 |
| Last trading day: |
16/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.29 |
| Parity: |
-1.36 |
| Time value: |
0.56 |
| Break-even: |
189.11 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
2.52 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
0.35 |
| Theta: |
-0.16 |
| Omega: |
10.48 |
| Rho: |
0.05 |
Quote data
| Open: |
0.610 |
| High: |
0.640 |
| Low: |
0.550 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.61% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.540 |
| 1M High / 1M Low: |
1.020 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.533 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
407.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
