BVT Call 235 TSM 21.03.2025
/ DE000VD8DG48
BVT Call 235 TSM 21.03.2025/ DE000VD8DG48 /
9/6/2024 8:03:47 PM |
Chg.-0.024 |
Bid9:56:18 PM |
Ask9:56:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.066EUR |
-26.67% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
235.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
VD8DG4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
235.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
6/20/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
181.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.33 |
Parity: |
-7.05 |
Time value: |
0.08 |
Break-even: |
212.77 |
Moneyness: |
0.67 |
Premium: |
0.50 |
Premium p.a.: |
1.15 |
Spread abs.: |
0.01 |
Spread %: |
14.71% |
Delta: |
0.06 |
Theta: |
-0.01 |
Omega: |
10.94 |
Rho: |
0.04 |
Quote data
Open: |
0.082 |
High: |
0.082 |
Low: |
0.066 |
Previous Close: |
0.090 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-40.00% |
1 Month |
|
|
-34.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.122 |
0.066 |
1M High / 1M Low: |
0.152 |
0.066 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.088 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.118 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
214.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |