BVT Call 170 TSM 21.06.2024
/ DE000VD1UN37
BVT Call 170 TSM 21.06.2024/ DE000VD1UN37 /
| 2024-06-17 8:59:20 AM |
Chg.+0.050 |
Bid4:31:28 PM |
Ask4:31:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+13.16% |
0.450
Bid Size: 59,000 |
0.470
Ask Size: 59,000 |
Taiwan Semiconductor... |
170.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD1UN3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-08 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
42.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.29 |
| Parity: |
0.23 |
| Time value: |
0.15 |
| Break-even: |
162.64 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
1.27 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.66 |
| Theta: |
-0.29 |
| Omega: |
28.08 |
| Rho: |
0.01 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+131.18% |
| 1 Month |
|
|
+424.39% |
| 3 Months |
|
|
+252.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.186 |
| 1M High / 1M Low: |
0.510 |
0.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.317 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.156 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,714.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
