BVT Call 235 TSM 21.03.2025
/ DE000VD8DG48
BVT Call 235 TSM 21.03.2025/ DE000VD8DG48 /
| 2024-08-01 8:32:41 AM |
Chg.+0.030 |
Bid8:30:58 PM |
Ask8:30:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.134EUR |
+28.85% |
0.100
Bid Size: 66,000 |
0.110
Ask Size: 66,000 |
Taiwan Semiconductor... |
235.00 USD |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2024-06-20 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
112.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.31 |
| Parity: |
-6.39 |
| Time value: |
0.14 |
| Break-even: |
218.47 |
| Moneyness: |
0.71 |
| Premium: |
0.43 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.01 |
| Spread %: |
7.94% |
| Delta: |
0.09 |
| Theta: |
-0.01 |
| Omega: |
10.38 |
| Rho: |
0.08 |
Quote data
| Open: |
0.134 |
| High: |
0.134 |
| Low: |
0.134 |
| Previous Close: |
0.104 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.07% |
| 1 Month |
|
|
-30.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.104 |
| 1M High / 1M Low: |
0.270 |
0.104 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.186 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
