DZ Bank Call 170 SAP 21.03.2025
/ DE000DJ0S9P8
DZ Bank Call 170 SAP 21.03.2025/ DE000DJ0S9P8 /
| 2024-06-03 8:14:45 AM |
Chg.+0.07 |
Bid7:53:34 PM |
Ask7:53:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
+4.46% |
1.56
Bid Size: 8,750 |
1.60
Ask Size: 8,750 |
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: |
10.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
-0.40 |
| Time value: |
1.63 |
| Break-even: |
186.30 |
| Moneyness: |
0.98 |
| Premium: |
0.12 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
2.52% |
| Delta: |
0.56 |
| Theta: |
-0.03 |
| Omega: |
5.68 |
| Rho: |
0.61 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
1.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.61% |
| 1 Month |
|
|
+4.46% |
| 3 Months |
|
|
-20.39% |
| YTD |
|
|
+256.52% |
| 1 Year |
|
|
+281.40% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
1.57 |
| 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: |
|
2.00 |
| Avg. volume 1W: |
|
120 |
| Avg. price 1M: |
|
2.02 |
| Avg. volume 1M: |
|
28.57 |
| Avg. price 6M: |
|
1.51 |
| Avg. volume 6M: |
|
4.84 |
| Avg. price 1Y: |
|
0.93 |
| Avg. volume 1Y: |
|
2.36 |
| Volatility 1M: |
|
119.84% |
| Volatility 6M: |
|
146.08% |
| Volatility 1Y: |
|
132.89% |
| Volatility 3Y: |
|
- |
