I think it would depend on the location of the filter, as well as the size of the filter. In our Jetta, the filter is sizeable and mounted up side down below the oil cooler, so there is actually quite a bit of oil coming out when you unscrew the filter. Probably half a quart easily, maybe more.
On my 530i on the other hand, it's a top mounted cartridge insert, so the only oil lost is whatever is trapped in the filter media itself - not a lot.
My question is: why are you changing the oil filter without changing the oil?