BVT Call 216 SAP/ DE000VC4K797 /
| 2024-11-15 8:40:15 AM | Chg.+0.050 | Bid8:00:12 PM | Ask8:00:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.340EUR | +17.24% | - Bid Size: - |
- Ask Size: - |
SAP SE O.N. | 216.00 EUR | 2024-11-15 | Call |
Master data
| WKN: | VC4K79 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | SAP SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 216.00 EUR |
| Maturity: | 2024-11-15 |
| Issue date: | 2024-09-25 |
| Last trading day: | 2024-11-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 56.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.36 |
|---|---|
| Intrinsic value: | 0.35 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.23 |
| Parity: | 0.35 |
| Time value: | 0.05 |
| Break-even: | 219.90 |
| Moneyness: | 1.02 |
| Premium: | 0.00 |
| Premium p.a.: | 1.11 |
| Spread abs.: | 0.08 |
| Spread %: | 25.81% |
| Delta: | 0.81 |
| Theta: | -0.57 |
| Omega: | 45.49 |
| Rho: | 0.00 |
Quote data
| Open: | 0.340 |
|---|---|
| High: | 0.340 |
| Low: | 0.340 |
| Previous Close: | 0.290 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -38.18% | ||
|---|---|---|---|
| 1 Month | -46.03% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.710 | 0.290 |
|---|---|---|
| 1M High / 1M Low: | 0.990 | 0.280 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.472 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.588 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 549.28% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
