BVT Call 230 TSM 20.06.2025
/ DE000VD8DG14
BVT Call 230 TSM 20.06.2025/ DE000VD8DG14 /
06/09/2024 20:05:30 |
Chg.-0.028 |
Bid21:59:08 |
Ask21:59:08 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
-18.92% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
230.00 USD |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
20/06/2024 |
Last trading day: |
20/06/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
108.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.33 |
Parity: |
-6.60 |
Time value: |
0.13 |
Break-even: |
208.78 |
Moneyness: |
0.68 |
Premium: |
0.48 |
Premium p.a.: |
0.64 |
Spread abs.: |
0.01 |
Spread %: |
8.33% |
Delta: |
0.09 |
Theta: |
-0.01 |
Omega: |
9.78 |
Rho: |
0.09 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.120 |
Previous Close: |
0.148 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-29.41% |
1 Month |
|
|
-21.05% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.182 |
0.120 |
1M High / 1M Low: |
0.214 |
0.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.145 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.176 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
158.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |