BVT Call 225 TSM 19.12.2025
/ DE000VD9SSD8
BVT Call 225 TSM 19.12.2025/ DE000VD9SSD8 /
| 2024-11-14 10:17:46 AM |
Chg.0.000 |
Bid11:15:55 AM |
Ask11:15:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.192EUR |
0.00% |
0.194
Bid Size: 11,000 |
0.204
Ask Size: 11,000 |
Taiwan Semiconductor... |
225.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
VD9SSD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-07-11 |
| Last trading day: |
2025-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
88.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.36 |
| Parity: |
-3.63 |
| Time value: |
0.20 |
| Break-even: |
214.95 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
14.13 |
| Rho: |
0.29 |
Quote data
| Open: |
0.192 |
| High: |
0.192 |
| Low: |
0.192 |
| Previous Close: |
0.192 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.93% |
| 1 Month |
|
|
-4.00% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.222 |
0.192 |
| 1M High / 1M Low: |
0.260 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.210 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
