BVT Put 235 TSM 21.03.2025
/ DE000VD79076
BVT Put 235 TSM 21.03.2025/ DE000VD79076 /
| 2024-10-10 1:56:56 PM |
Chg.-0.010 |
Bid3:36:25 PM |
Ask3:36:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-1.30% |
0.770
Bid Size: 57,000 |
0.780
Ask Size: 57,000 |
Taiwan Semiconductor... |
235.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
VD7907 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
235.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-19 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-22.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.46 |
| Intrinsic value: |
4.37 |
| Implied volatility: |
- |
| Historic volatility: |
0.34 |
| Parity: |
4.37 |
| Time value: |
-3.60 |
| Break-even: |
207.08 |
| Moneyness: |
1.26 |
| Premium: |
-0.21 |
| Premium p.a.: |
-0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
1.32% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.760 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.56% |
| 1 Month |
|
|
-9.52% |
| 3 Months |
|
|
+2.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.760 |
| 1M High / 1M Low: |
0.840 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
