BVT Call 206 SAP 15.11.2024
/ DE000VC3AXY6
BVT Call 206 SAP 15.11.2024/ DE000VC3AXY6 /
| 06/11/2024 19:54:26 |
Chg.-0.080 |
Bid21:54:22 |
Ask21:54:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
-7.41% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
206.00 EUR |
15/11/2024 |
Call |
Master data
| WKN: |
VC3AXY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
206.00 EUR |
| Maturity: |
15/11/2024 |
| Issue date: |
04/09/2024 |
| Last trading day: |
15/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
0.97 |
| Time value: |
0.20 |
| Break-even: |
217.60 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.08 |
| Spread %: |
7.41% |
| Delta: |
0.78 |
| Theta: |
-0.24 |
| Omega: |
14.47 |
| Rho: |
0.04 |
Quote data
| Open: |
1.250 |
| High: |
1.250 |
| Low: |
0.940 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.51% |
| 1 Month |
|
|
+53.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.460 |
0.950 |
| 1M High / 1M Low: |
1.880 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
