BVT Call 290 TSM 17.01.2025
/ DE000VD8D4Y5
BVT Call 290 TSM 17.01.2025/ DE000VD8D4Y5 /
| 7/16/2024 1:50:42 PM |
Chg.+0.030 |
Bid2:46:19 PM |
Ask2:46:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+10.00% |
0.330
Bid Size: 15,000 |
0.340
Ask Size: 15,000 |
Taiwan Semiconductor... |
290.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
VD8D4Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
6/20/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
54.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.29 |
| Parity: |
-9.61 |
| Time value: |
0.31 |
| Break-even: |
269.20 |
| Moneyness: |
0.64 |
| Premium: |
0.58 |
| Premium p.a.: |
1.48 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.13 |
| Theta: |
-0.03 |
| Omega: |
6.97 |
| Rho: |
0.09 |
Quote data
| Open: |
0.320 |
| High: |
0.330 |
| Low: |
0.320 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.86% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.270 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
