BVT Put 150 TSM 19.07.2024
/ DE000VD50MM0
BVT Put 150 TSM 19.07.2024/ DE000VD50MM0 /
| 17/07/2024 09:21:29 |
Chg.-0.002 |
Bid22:00:05 |
Ask22:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.006EUR |
-25.00% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
150.00 USD |
19/07/2024 |
Put |
Master data
| WKN: |
VD50MM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-656.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.62 |
| Historic volatility: |
0.29 |
| Parity: |
-3.31 |
| Time value: |
0.03 |
| Break-even: |
137.33 |
| Moneyness: |
0.81 |
| Premium: |
0.20 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
766.67% |
| Delta: |
-0.03 |
| Theta: |
-0.36 |
| Omega: |
-20.56 |
| Rho: |
0.00 |
Quote data
| Open: |
0.006 |
| High: |
0.006 |
| Low: |
0.006 |
| Previous Close: |
0.008 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.45% |
| 1 Month |
|
|
-96.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.025 |
0.008 |
| 1M High / 1M Low: |
0.174 |
0.008 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.013 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
558.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
