BVT Call 235 TSM 21.03.2025
/ DE000VD8DHW5
BVT Call 235 TSM 21.03.2025/ DE000VD8DHW5 /
| 2024-07-31 8:04:25 PM |
Chg.+0.022 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
+37.93% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
235.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VD8DHW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-20 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
210.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.31 |
| Parity: |
-7.44 |
| Time value: |
0.07 |
| Break-even: |
217.96 |
| Moneyness: |
0.66 |
| Premium: |
0.53 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.01 |
| Spread %: |
17.24% |
| Delta: |
0.05 |
| Theta: |
-0.01 |
| Omega: |
11.22 |
| Rho: |
0.04 |
Quote data
| Open: |
0.072 |
| High: |
0.080 |
| Low: |
0.072 |
| Previous Close: |
0.058 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.56% |
| 1 Month |
|
|
-32.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.058 |
| 1M High / 1M Low: |
0.160 |
0.058 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
