BVT Put 180 TSM 19.07.2024
/ DE000VD79NU0
BVT Put 180 TSM 19.07.2024/ DE000VD79NU0 /
| 2024-06-28 8:29:13 AM |
Chg.-0.15 |
Bid10:00:00 PM |
Ask10:00:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
-11.81% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
180.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
VD79NU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-06-19 |
| Last trading day: |
2024-07-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.29 |
| Parity: |
0.58 |
| Time value: |
0.49 |
| Break-even: |
157.31 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.01 |
| Spread %: |
0.94% |
| Delta: |
-0.59 |
| Theta: |
-0.17 |
| Omega: |
-8.93 |
| Rho: |
-0.06 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.74% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.04 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
