BVT Call 235 TSM 20.06.2025
/ DE000VD8DGW7
BVT Call 235 TSM 20.06.2025/ DE000VD8DGW7 /
| 2024-08-01 7:53:15 PM |
Chg.-0.018 |
Bid9:29:45 PM |
Ask9:29:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-11.39% |
0.144
Bid Size: 65,000 |
0.154
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: |
87.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.31 |
| Parity: |
-6.39 |
| Time value: |
0.18 |
| Break-even: |
218.87 |
| Moneyness: |
0.71 |
| Premium: |
0.43 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
6.02% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
9.63 |
| Rho: |
0.13 |
Quote data
| Open: |
0.164 |
| High: |
0.164 |
| Low: |
0.140 |
| Previous Close: |
0.158 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.26% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.158 |
0.122 |
| 1M High / 1M Low: |
0.280 |
0.122 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.147 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.211 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
