BVT Call 225 TSM 20.06.2025
/ DE000VD791F4
BVT Call 225 TSM 20.06.2025/ DE000VD791F4 /
| 2024-08-01 7:55:24 PM |
Chg.-0.020 |
Bid9:32:31 PM |
Ask9:32:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.166EUR |
-10.75% |
0.170
Bid Size: 65,000 |
0.180
Ask Size: 65,000 |
Taiwan Semiconductor... |
225.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD791F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-06-19 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
75.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.31 |
| Parity: |
-5.47 |
| Time value: |
0.20 |
| Break-even: |
209.91 |
| Moneyness: |
0.74 |
| Premium: |
0.37 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
5.15% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
9.85 |
| Rho: |
0.16 |
Quote data
| Open: |
0.188 |
| High: |
0.190 |
| Low: |
0.166 |
| Previous Close: |
0.186 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.79% |
| 1 Month |
|
|
-30.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.186 |
0.146 |
| 1M High / 1M Low: |
0.310 |
0.146 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.173 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.238 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
