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DZ Bank Call 140 SAP 20.12.2024/  DE000DJ02NE1  /

Frankfurt Zert./DZB
2024-05-15  4:05:06 PM Chg.+0.040 Bid4:09:44 PM Ask4:09:44 PM Underlying Strike price Expiration date Option type
2.330EUR +1.75% 2.320
Bid Size: 25,000		 2.330
Ask Size: 25,000		 SAP SE O.N. 140.00 - 2024-12-20 Call
 

Master data

WKN: DJ02NE
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-12-20
Issue date: 2023-04-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 7.46
Leverage: Yes

Calculated values

Fair value: 3.85
Intrinsic value: 3.47
Implied volatility: -
Historic volatility: 0.21
Parity: 3.47
Time value: -1.13
Break-even: 163.40
Moneyness: 1.25
Premium: -0.06
Premium p.a.: -0.11
Spread abs.: 0.02
Spread %: 0.86%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.320
High: 2.330
Low: 2.290
Previous Close: 2.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.43%
1 Month  
+12.02%
3 Months  
+20.10%
YTD  
+130.69%
1 Year  
+288.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.370 2.290
1M High / 1M Low: 2.370 1.910
6M High / 6M Low: 2.410 0.880
High (YTD): 2024-03-27 2.410
Low (YTD): 2024-01-04 0.880
52W High: 2024-03-27 2.410
52W Low: 2023-09-26 0.480
Avg. price 1W:   2.332
Avg. volume 1W:   0.000
Avg. price 1M:   2.177
Avg. volume 1M:   0.000
Avg. price 6M:   1.766
Avg. volume 6M:   0.000
Avg. price 1Y:   1.188
Avg. volume 1Y:   0.000
Volatility 1M:   62.99%
Volatility 6M:   82.02%
Volatility 1Y:   98.65%
Volatility 3Y:   -