BVT Call 235 TSM 20.06.2025
/ DE000VD8DGW7
BVT Call 235 TSM 20.06.2025/ DE000VD8DGW7 /
| 2024-09-17 4:52:38 PM |
Chg.0.000 |
Bid7:06:45 PM |
Ask7:06:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.148EUR |
0.00% |
0.140
Bid Size: 65,000 |
0.150
Ask Size: 65,000 |
Taiwan Semiconductor... |
235.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD8DGW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 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: |
94.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.33 |
| Parity: |
-5.92 |
| Time value: |
0.16 |
| Break-even: |
212.75 |
| Moneyness: |
0.72 |
| Premium: |
0.40 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
10.17 |
| Rho: |
0.11 |
Quote data
| Open: |
0.150 |
| High: |
0.152 |
| Low: |
0.148 |
| Previous Close: |
0.148 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.31% |
| 1 Month |
|
|
-20.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.176 |
0.122 |
| 1M High / 1M Low: |
0.182 |
0.108 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
