BVT Put 180 SAP 20.06.2025
/ DE000VD02R74
BVT Put 180 SAP 20.06.2025/ DE000VD02R74 /
| 2024-05-03 8:04:15 PM |
Chg.-0.110 |
Bid9:52:25 PM |
Ask9:52:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
-5.19% |
-
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: |
-8.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.93 |
| Time value: |
1.13 |
| Break-even: |
159.40 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
1.98% |
| Delta: |
-0.45 |
| Theta: |
-0.01 |
| Omega: |
-3.77 |
| Rho: |
-1.11 |
Quote data
| Open: |
2.070 |
| High: |
2.080 |
| Low: |
2.010 |
| Previous Close: |
2.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.01% |
| 1 Month |
|
|
+14.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.120 |
1.990 |
| 1M High / 1M Low: |
2.410 |
1.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.053 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
