DZ Bank Call 140 SAP 21.06.2024
/ DE000DJ0RHM9
DZ Bank Call 140 SAP 21.06.2024/ DE000DJ0RHM9 /
| 2024-05-15 8:10:45 AM |
Chg.-0.02 |
Bid4:20:10 PM |
Ask4:20:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.75EUR |
-0.72% |
2.76
Bid Size: 25,000 |
2.77
Ask Size: 25,000 |
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: |
6.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.52 |
| Intrinsic value: |
3.47 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
3.47 |
| Time value: |
-0.69 |
| Break-even: |
167.80 |
| Moneyness: |
1.25 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
0.72% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.75 |
| High: |
2.75 |
| Low: |
2.75 |
| Previous Close: |
2.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.00% |
| 1 Month |
|
|
+16.53% |
| 3 Months |
|
|
+33.50% |
| YTD |
|
|
+276.71% |
| 1 Year |
|
|
+525.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.77 |
2.67 |
| 1M High / 1M Low: |
2.77 |
2.09 |
| 6M High / 6M Low: |
2.77 |
0.58 |
| High (YTD): |
2024-05-14 |
2.77 |
| Low (YTD): |
2024-01-04 |
0.58 |
| 52W High: |
2024-05-14 |
2.77 |
| 52W Low: |
2023-09-26 |
0.26 |
| Avg. price 1W: |
|
2.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.80 |
| Avg. volume 6M: |
|
41.94 |
| Avg. price 1Y: |
|
1.09 |
| Avg. volume 1Y: |
|
20.31 |
| Volatility 1M: |
|
80.08% |
| Volatility 6M: |
|
119.97% |
| Volatility 1Y: |
|
143.32% |
| Volatility 3Y: |
|
- |
