DZ Bank Call 140 SAP 20.12.2024
/ DE000DJ02NE1
DZ Bank Call 140 SAP 20.12.2024/ DE000DJ02NE1 /
| 5/30/2024 8:13:38 AM |
Chg.-0.13 |
Bid9:21:41 AM |
Ask9:21:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
-5.42% |
2.19
Bid Size: 25,000 |
2.20
Ask Size: 25,000 |
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: |
7.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.06 |
| Intrinsic value: |
3.72 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
3.72 |
| Time value: |
-1.29 |
| Break-even: |
164.30 |
| Moneyness: |
1.27 |
| Premium: |
-0.07 |
| Premium p.a.: |
-0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.83% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.10% |
| 1 Month |
|
|
+4.61% |
| 3 Months |
|
|
+7.58% |
| YTD |
|
|
+122.55% |
| 1 Year |
|
|
+260.32% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.49 |
2.40 |
| 1M High / 1M Low: |
2.49 |
2.09 |
| 6M High / 6M Low: |
2.49 |
0.89 |
| High (YTD): |
5/28/2024 |
2.49 |
| Low (YTD): |
1/4/2024 |
0.89 |
| 52W High: |
5/28/2024 |
2.49 |
| 52W Low: |
7/26/2023 |
0.49 |
| Avg. price 1W: |
|
2.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.27 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
28.67% |
| Volatility 6M: |
|
73.23% |
| Volatility 1Y: |
|
90.32% |
| Volatility 3Y: |
|
- |
