DZ Bank Call 175 SAP 20.09.2024
/ DE000DJ03LJ2
DZ Bank Call 175 SAP 20.09.2024/ DE000DJ03LJ2 /
| 5/29/2024 8:10:03 AM |
Chg.-0.20 |
Bid9:38:05 PM |
Ask9:38:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
-15.15% |
1.08
Bid Size: 8,750 |
1.12
Ask Size: 8,750 |
SAP SE O.N. |
175.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
DJ03LJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
4/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
0.22 |
| Time value: |
0.96 |
| Break-even: |
186.80 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.04 |
| Spread %: |
3.51% |
| Delta: |
0.60 |
| Theta: |
-0.05 |
| Omega: |
8.98 |
| Rho: |
0.29 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
+15.46% |
| YTD |
|
|
+833.33% |
| 1 Year |
|
|
+761.54% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.27 |
| 1M High / 1M Low: |
1.33 |
0.69 |
| 6M High / 6M Low: |
1.62 |
0.09 |
| High (YTD): |
3/27/2024 |
1.62 |
| Low (YTD): |
1/5/2024 |
0.09 |
| 52W High: |
3/27/2024 |
1.62 |
| 52W Low: |
10/18/2023 |
0.07 |
| Avg. price 1W: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.43 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
131.32% |
| Volatility 6M: |
|
232.08% |
| Volatility 1Y: |
|
206.37% |
| Volatility 3Y: |
|
- |
