BVT Put 220 SAP 15.11.2024
/ DE000VC560Q1
BVT Put 220 SAP 15.11.2024/ DE000VC560Q1 /
| 06/11/2024 19:43:30 |
Chg.+0.010 |
Bid21:54:20 |
Ask21:54:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+1.59% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
220.00 EUR |
15/11/2024 |
Put |
Master data
| WKN: |
VC560Q |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 EUR |
| Maturity: |
15/11/2024 |
| Issue date: |
17/10/2024 |
| Last trading day: |
15/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-31.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
0.44 |
| Time value: |
0.25 |
| Break-even: |
213.20 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.06 |
| Spread %: |
9.68% |
| Delta: |
-0.64 |
| Theta: |
-0.21 |
| Omega: |
-20.24 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.290 |
| High: |
0.670 |
| Low: |
0.290 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.13% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.460 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
