BVT Call 225 TSM 20.06.2025
/ DE000VD791F4
BVT Call 225 TSM 20.06.2025/ DE000VD791F4 /
| 9/6/2024 7:55:31 PM |
Chg.-0.030 |
Bid9:56:18 PM |
Ask9:56:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.134EUR |
-18.29% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
225.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
6/19/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
98.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.33 |
| Parity: |
-6.15 |
| Time value: |
0.14 |
| Break-even: |
204.41 |
| Moneyness: |
0.70 |
| Premium: |
0.44 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.01 |
| Spread %: |
7.46% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
9.78 |
| Rho: |
0.10 |
Quote data
| Open: |
0.152 |
| High: |
0.154 |
| Low: |
0.132 |
| Previous Close: |
0.164 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.96% |
| 1 Month |
|
|
-30.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.198 |
0.134 |
| 1M High / 1M Low: |
0.230 |
0.134 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.161 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.192 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
