BVT Put 235 TSM 20.12.2024
/ DE000VD70ZQ1
BVT Put 235 TSM 20.12.2024/ DE000VD70ZQ1 /
| 11/13/2024 7:56:11 PM |
Chg.+0.010 |
Bid9:57:59 PM |
Ask9:57:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+1.12% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
235.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
VD70ZQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
235.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
6/14/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-20.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.04 |
| Intrinsic value: |
4.07 |
| Implied volatility: |
- |
| Historic volatility: |
0.36 |
| Parity: |
4.07 |
| Time value: |
-3.18 |
| Break-even: |
212.45 |
| Moneyness: |
1.23 |
| Premium: |
-0.18 |
| Premium p.a.: |
-0.85 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.890 |
| High: |
0.900 |
| Low: |
0.880 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.65% |
| 1 Month |
|
|
+11.11% |
| 3 Months |
|
|
+8.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.820 |
| 1M High / 1M Low: |
0.890 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.820 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
