BVT Call 230 TSM 20.06.2025
/ DE000VD8DG14
BVT Call 230 TSM 20.06.2025/ DE000VD8DG14 /
| 2024-08-01 8:05:46 PM |
Chg.-0.020 |
Bid8:43:57 PM |
Ask8:43:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.154EUR |
-11.49% |
0.150
Bid Size: 66,000 |
0.160
Ask Size: 66,000 |
Taiwan Semiconductor... |
230.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD8DG1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-06-20 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
80.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.31 |
| Parity: |
-5.93 |
| Time value: |
0.19 |
| Break-even: |
214.39 |
| Moneyness: |
0.72 |
| Premium: |
0.40 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
0.12 |
| Theta: |
-0.01 |
| Omega: |
9.73 |
| Rho: |
0.15 |
Quote data
| Open: |
0.176 |
| High: |
0.178 |
| Low: |
0.154 |
| Previous Close: |
0.174 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-30.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.174 |
0.134 |
| 1M High / 1M Low: |
0.290 |
0.134 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.225 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
