BVT Call 225 TSM 20.12.2024
/ DE000VD79084
BVT Call 225 TSM 20.12.2024/ DE000VD79084 /
| 2024-11-14 8:31:46 AM |
Chg.-0.014 |
Bid1:30:04 PM |
Ask1:30:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.046EUR |
-23.33% |
0.048
Bid Size: 17,000 |
0.058
Ask Size: 17,000 |
Taiwan Semiconductor... |
225.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD7908 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-19 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
327.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.36 |
| Parity: |
-3.63 |
| Time value: |
0.05 |
| Break-even: |
213.49 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
5.82 |
| Spread abs.: |
0.01 |
| Spread %: |
22.73% |
| Delta: |
0.06 |
| Theta: |
-0.04 |
| Omega: |
20.74 |
| Rho: |
0.01 |
Quote data
| Open: |
0.046 |
| High: |
0.046 |
| Low: |
0.046 |
| Previous Close: |
0.060 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.11% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-34.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.126 |
0.056 |
| 1M High / 1M Low: |
0.150 |
0.056 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
413.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
