DZ Bank Call 140 SAP 21.06.2024
/ DE000DJ0RHM9
DZ Bank Call 140 SAP 21.06.2024/ DE000DJ0RHM9 /
| 2024-05-14 9:34:43 PM |
Chg.-0.030 |
Bid9:59:24 PM |
Ask9:59:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.730EUR |
-1.09% |
2.760
Bid Size: 2,500 |
2.780
Ask Size: 2,500 |
SAP SE O.N. |
140.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ0RHM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-03-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
6.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.72 |
| Intrinsic value: |
3.67 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
3.67 |
| Time value: |
-0.89 |
| Break-even: |
167.80 |
| Moneyness: |
1.26 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.39 |
| Spread abs.: |
0.02 |
| Spread %: |
0.72% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.770 |
| High: |
2.770 |
| Low: |
2.710 |
| Previous Close: |
2.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.25% |
| 1 Month |
|
|
+19.21% |
| 3 Months |
|
|
+35.15% |
| YTD |
|
|
+279.17% |
| 1 Year |
|
|
+480.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.790 |
2.670 |
| 1M High / 1M Low: |
2.790 |
2.040 |
| 6M High / 6M Low: |
2.790 |
0.560 |
| High (YTD): |
2024-05-09 |
2.790 |
| Low (YTD): |
2024-01-04 |
0.560 |
| 52W High: |
2024-05-09 |
2.790 |
| 52W Low: |
2023-09-26 |
0.250 |
| Avg. price 1W: |
|
2.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.493 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.788 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.081 |
| Avg. volume 1Y: |
|
14.510 |
| Volatility 1M: |
|
92.11% |
| Volatility 6M: |
|
127.84% |
| Volatility 1Y: |
|
148.49% |
| Volatility 3Y: |
|
- |
