BVT Call 194 SAP 15.11.2024
/ DE000VC3AYA4
BVT Call 194 SAP 15.11.2024/ DE000VC3AYA4 /
| 2024-11-06 8:08:09 PM |
Chg.-0.090 |
Bid9:54:22 PM |
Ask9:54:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.130EUR |
-4.05% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
194.00 EUR |
2024-11-15 |
Call |
Master data
| WKN: |
VC3AYA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
194.00 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-09-04 |
| Last trading day: |
2024-11-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
2.17 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.22 |
| Parity: |
2.17 |
| Time value: |
0.14 |
| Break-even: |
217.00 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.09 |
| Spread %: |
4.07% |
| Delta: |
0.88 |
| Theta: |
-0.23 |
| Omega: |
8.28 |
| Rho: |
0.04 |
Quote data
| Open: |
2.370 |
| High: |
2.370 |
| Low: |
2.040 |
| Previous Close: |
2.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.70% |
| 1 Month |
|
|
+66.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.620 |
2.060 |
| 1M High / 1M Low: |
3.080 |
1.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.149 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
