BVT Call 172 SAP 19.07.2024
/ DE000VD8EMJ0
BVT Call 172 SAP 19.07.2024/ DE000VD8EMJ0 /
| 2024-07-09 8:34:32 AM |
Chg.-0.23 |
Bid8:02:58 PM |
Ask8:02:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
-13.14% |
1.41
Bid Size: 3,000 |
1.49
Ask Size: 3,000 |
SAP SE O.N. |
172.00 EUR |
2024-07-19 |
Call |
Master data
| WKN: |
VD8EMJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
172.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-06-20 |
| Last trading day: |
2024-07-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.22 |
| Parity: |
1.58 |
| Time value: |
0.13 |
| Break-even: |
189.10 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.08 |
| Spread %: |
4.91% |
| Delta: |
0.87 |
| Theta: |
-0.18 |
| Omega: |
9.52 |
| Rho: |
0.04 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.52 |
| Previous Close: |
1.75 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.29% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.75 |
1.43 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
