BVT Call 210 TSM 16.08.2024
/ DE000VD76MZ7
BVT Call 210 TSM 16.08.2024/ DE000VD76MZ7 /
| 7/16/2024 8:23:40 AM |
Chg.-0.030 |
Bid8:48:36 PM |
Ask8:48:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-7.32% |
0.340
Bid Size: 72,000 |
0.350
Ask Size: 72,000 |
Taiwan Semiconductor... |
210.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
VD76MZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
6/18/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
47.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.29 |
| Parity: |
-2.27 |
| Time value: |
0.36 |
| Break-even: |
196.29 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
4.45 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.24 |
| Theta: |
-0.14 |
| Omega: |
11.51 |
| Rho: |
0.03 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.39% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.290 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
