BVT Call 225 SAP 19.09.2025
/ DE000VC48VD6
BVT Call 225 SAP 19.09.2025/ DE000VC48VD6 /
| 2024-11-15 5:02:06 PM |
Chg.-0.020 |
Bid5:36:02 PM |
Ask5:36:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-7.14% |
0.260
Bid Size: 10,000 |
0.270
Ask Size: 10,000 |
SAP SE O.N. |
225.00 EUR |
2025-09-19 |
Call |
Master data
| WKN: |
VC48VD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 EUR |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-10-04 |
| Last trading day: |
2025-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
76.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.02 |
| Historic volatility: |
0.23 |
| Parity: |
-0.40 |
| Time value: |
0.29 |
| Break-even: |
227.90 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
50.42 |
| Rho: |
1.21 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.260 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
+8.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.280 |
| 1M High / 1M Low: |
0.300 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.267 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
