BVT Put 235 TSM 21.03.2025
/ DE000VD8DH54
BVT Put 235 TSM 21.03.2025/ DE000VD8DH54 /
| 2024-10-18 4:52:46 PM |
Chg.+0.020 |
Bid6:12:06 PM |
Ask6:12:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+5.71% |
0.380
Bid Size: 51,000 |
0.390
Ask Size: 51,000 |
Taiwan Semiconductor... |
235.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
VD8DH5 |
| 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: |
2024-06-20 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-50.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.29 |
| Intrinsic value: |
2.69 |
| Implied volatility: |
- |
| Historic volatility: |
0.35 |
| Parity: |
2.69 |
| Time value: |
-2.31 |
| Break-even: |
213.21 |
| Moneyness: |
1.14 |
| Premium: |
-0.12 |
| Premium p.a.: |
-0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.50% |
| 1 Month |
|
|
-11.90% |
| 3 Months |
|
|
-13.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.350 |
| 1M High / 1M Low: |
0.420 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.409 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
