BVT Call 290 TSM 17.01.2025
/ DE000VD8D4Y5
BVT Call 290 TSM 17.01.2025/ DE000VD8D4Y5 /
14/08/2024 19:54:59 |
Chg.-0.005 |
Bid21:59:20 |
Ask21:59:20 |
Underlying |
Strike price |
Expiration date |
Option type |
0.029EUR |
-14.71% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
290.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
20/06/2024 |
Last trading day: |
17/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
270.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.32 |
Parity: |
-10.70 |
Time value: |
0.06 |
Break-even: |
264.31 |
Moneyness: |
0.59 |
Premium: |
0.69 |
Premium p.a.: |
2.40 |
Spread abs.: |
0.02 |
Spread %: |
52.63% |
Delta: |
0.04 |
Theta: |
-0.01 |
Omega: |
10.32 |
Rho: |
0.02 |
Quote data
Open: |
0.033 |
High: |
0.033 |
Low: |
0.028 |
Previous Close: |
0.034 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+31.82% |
1 Month |
|
|
-91.47% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.036 |
0.022 |
1M High / 1M Low: |
0.300 |
0.012 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.031 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.074 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
550.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |