DZ Bank Call 170 SAP 21.03.2025
/ DE000DJ0S9P8
DZ Bank Call 170 SAP 21.03.2025/ DE000DJ0S9P8 /
| 2024-05-31 12:38:40 PM |
Chg.-0.01 |
Bid5:01:58 PM |
Ask5:01:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.57EUR |
-0.63% |
1.49
Bid Size: 35,000 |
1.51
Ask Size: 35,000 |
SAP SE O.N. |
170.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
DJ0S9P |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
-0.14 |
| Time value: |
1.57 |
| Break-even: |
185.70 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
3.29% |
| Delta: |
0.58 |
| Theta: |
-0.03 |
| Omega: |
6.26 |
| Rho: |
0.67 |
Quote data
| Open: |
1.55 |
| High: |
1.57 |
| Low: |
1.55 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.33% |
| 1 Month |
|
|
-8.72% |
| 3 Months |
|
|
-12.78% |
| YTD |
|
|
+241.30% |
| 1 Year |
|
|
+292.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
1.58 |
| 1M High / 1M Low: |
2.38 |
1.57 |
| 6M High / 6M Low: |
2.56 |
0.40 |
| High (YTD): |
2024-03-27 |
2.56 |
| Low (YTD): |
2024-01-05 |
0.40 |
| 52W High: |
2024-03-27 |
2.56 |
| 52W Low: |
2023-10-18 |
0.26 |
| Avg. price 1W: |
|
2.15 |
| Avg. volume 1W: |
|
120 |
| Avg. price 1M: |
|
2.01 |
| Avg. volume 1M: |
|
27.27 |
| Avg. price 6M: |
|
1.50 |
| Avg. volume 6M: |
|
4.80 |
| Avg. price 1Y: |
|
0.93 |
| Avg. volume 1Y: |
|
2.34 |
| Volatility 1M: |
|
116.25% |
| Volatility 6M: |
|
145.52% |
| Volatility 1Y: |
|
132.64% |
| Volatility 3Y: |
|
- |
