BVT Put 235 TSM 20.06.2025
/ DE000VD8DGB1
BVT Put 235 TSM 20.06.2025/ DE000VD8DGB1 /
2024-10-09 8:37:05 AM |
Chg.- |
Bid3:33:37 PM |
Ask3:33:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
- |
0.400 Bid Size: 57,000 |
0.410 Ask Size: 57,000 |
Taiwan Semiconductor... |
235.00 USD |
2025-06-20 |
Put |
Master data
WKN: |
VD8DGB |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
235.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-06-20 |
Last trading day: |
2025-06-20 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-41.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.62 |
Intrinsic value: |
4.37 |
Implied volatility: |
- |
Historic volatility: |
0.34 |
Parity: |
4.37 |
Time value: |
-3.96 |
Break-even: |
210.68 |
Moneyness: |
1.26 |
Premium: |
-0.23 |
Premium p.a.: |
-0.32 |
Spread abs.: |
0.01 |
Spread %: |
2.50% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.400 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.76% |
1 Month |
|
|
-6.98% |
3 Months |
|
|
0.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.400 |
1M High / 1M Low: |
0.430 |
0.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.410 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.414 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
21.94% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |