BVT Call 160 TSM 21.06.2024
/ DE000VM94DY3
BVT Call 160 TSM 21.06.2024/ DE000VM94DY3 /
| 2024-06-17 8:56:35 AM |
Chg.+0.09 |
Bid3:28:35 PM |
Ask3:28:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
+6.98% |
1.81
Bid Size: 800 |
1.87
Ask Size: 800 |
Taiwan Semiconductor... |
160.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM94DY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.29 |
| Parity: |
1.17 |
| Time value: |
0.08 |
| Break-even: |
162.00 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
0.87 |
| Theta: |
-0.31 |
| Omega: |
11.22 |
| Rho: |
0.01 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+97.14% |
| 1 Month |
|
|
+345.16% |
| 3 Months |
|
|
+181.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
0.70 |
| 1M High / 1M Low: |
1.29 |
0.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
320 |
| Avg. price 1M: |
|
0.55 |
| Avg. volume 1M: |
|
76.19 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,027.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
