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DZ Bank Call 140 SAP 20.12.2024/  DE000DJ02NE1  /

Frankfurt Zert./DZB
2024-05-28  5:04:33 PM Chg.-0.070 Bid5:35:07 PM Ask5:35:07 PM Underlying Strike price Expiration date Option type
2.420EUR -2.81% 2.410
Bid Size: 10,000		 2.430
Ask Size: 10,000		 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: 7.19
Leverage: Yes

Calculated values

Fair value: 4.37
Intrinsic value: 4.04
Implied volatility: -
Historic volatility: 0.20
Parity: 4.04
Time value: -1.53
Break-even: 165.10
Moneyness: 1.29
Premium: -0.08
Premium p.a.: -0.15
Spread abs.: 0.02
Spread %: 0.80%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.490
High: 2.510
Low: 2.400
Previous Close: 2.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.02%
1 Month  
+8.52%
3 Months  
+12.56%
YTD  
+139.60%
1 Year  
+278.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.490 2.460
1M High / 1M Low: 2.490 2.090
6M High / 6M Low: 2.490 0.880
High (YTD): 2024-05-27 2.490
Low (YTD): 2024-01-04 0.880
52W High: 2024-05-27 2.490
52W Low: 2023-09-26 0.480
Avg. price 1W:   2.476
Avg. volume 1W:   0.000
Avg. price 1M:   2.331
Avg. volume 1M:   0.000
Avg. price 6M:   1.867
Avg. volume 6M:   0.000
Avg. price 1Y:   1.253
Avg. volume 1Y:   0.000
Volatility 1M:   28.32%
Volatility 6M:   75.43%
Volatility 1Y:   96.62%
Volatility 3Y:   -