BVT Put 180 SAP 20.06.2025
/ DE000VD02R74
BVT Put 180 SAP 20.06.2025/ DE000VD02R74 /
| 2024-08-02 8:02:39 PM |
Chg.+0.210 |
Bid9:57:17 PM |
Ask9:57:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.410EUR |
+17.50% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
180.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
VD02R7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
-0.62 |
| Time value: |
1.39 |
| Break-even: |
166.10 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
2.21% |
| Delta: |
-0.35 |
| Theta: |
-0.02 |
| Omega: |
-4.72 |
| Rho: |
-0.70 |
Quote data
| Open: |
1.260 |
| High: |
1.410 |
| Low: |
1.260 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.89% |
| 1 Month |
|
|
+9.30% |
| 3 Months |
|
|
-29.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
1.040 |
| 1M High / 1M Low: |
1.550 |
0.950 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
