BVT Call 220 TSM 16.08.2024
/ DE000VD8DA44
BVT Call 220 TSM 16.08.2024/ DE000VD8DA44 /
2024-06-28 7:55:35 PM |
Chg.+0.013 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.165EUR |
+8.55% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
220.00 USD |
2024-08-16 |
Call |
Master data
WKN: |
VD8DA4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-06-20 |
Last trading day: |
2024-08-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
92.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.29 |
Parity: |
-4.31 |
Time value: |
0.18 |
Break-even: |
207.10 |
Moneyness: |
0.79 |
Premium: |
0.28 |
Premium p.a.: |
5.40 |
Spread abs.: |
0.01 |
Spread %: |
6.02% |
Delta: |
0.13 |
Theta: |
-0.07 |
Omega: |
11.65 |
Rho: |
0.02 |
Quote data
Open: |
0.153 |
High: |
0.181 |
Low: |
0.153 |
Previous Close: |
0.152 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-34.00% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.165 |
0.135 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.153 |
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: |
|
- |