BVT Put 145 TSM 19.07.2024
/ DE000VD7FFB0
BVT Put 145 TSM 19.07.2024/ DE000VD7FFB0 /
| 2024-07-16 7:41:47 PM |
Chg.-0.002 |
Bid8:05:53 AM |
Ask8:05:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
-66.67% |
0.002
Bid Size: 10,000 |
0.025
Ask Size: 10,000 |
Taiwan Semiconductor... |
145.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
VD7FFB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-06-06 |
| Last trading day: |
2024-07-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-679.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.46 |
| Historic volatility: |
0.29 |
| Parity: |
-3.69 |
| Time value: |
0.03 |
| Break-even: |
132.80 |
| Moneyness: |
0.78 |
| Premium: |
0.22 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
316.67% |
| Delta: |
-0.03 |
| Theta: |
-0.24 |
| Omega: |
-18.80 |
| Rho: |
0.00 |
Quote data
| Open: |
0.007 |
| High: |
0.007 |
| Low: |
0.001 |
| Previous Close: |
0.003 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-87.50% |
| 1 Month |
|
|
-99.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.011 |
0.001 |
| 1M High / 1M Low: |
0.154 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.049 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
559.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
