DZ Bank Call 140 SAP 20.12.2024
/ DE000DJ02NE1
DZ Bank Call 140 SAP 20.12.2024/ DE000DJ02NE1 /
| 5/31/2024 9:35:14 PM |
Chg.-0.020 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.080EUR |
-0.95% |
2.130
Bid Size: 2,500 |
2.150
Ask Size: 2,500 |
SAP SE O.N. |
140.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/11/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
7.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.25 |
| Intrinsic value: |
2.86 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
2.86 |
| Time value: |
-0.74 |
| Break-even: |
161.20 |
| Moneyness: |
1.20 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.95% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.110 |
| High: |
2.120 |
| Low: |
2.060 |
| Previous Close: |
2.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.13% |
| 1 Month |
|
|
-1.89% |
| 3 Months |
|
|
-5.45% |
| YTD |
|
|
+105.94% |
| 1 Year |
|
|
+230.16% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.490 |
2.100 |
| 1M High / 1M Low: |
2.490 |
2.090 |
| 6M High / 6M Low: |
2.490 |
0.880 |
| High (YTD): |
5/27/2024 |
2.490 |
| Low (YTD): |
1/4/2024 |
0.880 |
| 52W High: |
5/27/2024 |
2.490 |
| 52W Low: |
9/26/2023 |
0.480 |
| Avg. price 1W: |
|
2.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.334 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.888 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.270 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
50.79% |
| Volatility 6M: |
|
76.35% |
| Volatility 1Y: |
|
97.25% |
| Volatility 3Y: |
|
- |
