BVT Put 235 TSM 20.09.2024
/ DE000VD8DGR7
BVT Put 235 TSM 20.09.2024/ DE000VD8DGR7 /
| 8/1/2024 8:32:41 AM |
Chg.-0.010 |
Bid9:49:22 AM |
Ask9:49:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-1.10% |
0.910
Bid Size: 7,000 |
0.920
Ask Size: 7,000 |
Taiwan Semiconductor... |
235.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VD8DGR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
235.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
6/20/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-16.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.29 |
| Intrinsic value: |
6.39 |
| Implied volatility: |
- |
| Historic volatility: |
0.31 |
| Parity: |
6.39 |
| Time value: |
-5.47 |
| Break-even: |
207.91 |
| Moneyness: |
1.42 |
| Premium: |
-0.36 |
| Premium p.a.: |
-0.96 |
| Spread abs.: |
0.01 |
| Spread %: |
1.10% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.10% |
| 1 Month |
|
|
+4.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.900 |
| 1M High / 1M Low: |
0.910 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.861 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
34.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
