DZ Bank Call 175 SAP 20.09.2024
/ DE000DJ03LJ2
DZ Bank Call 175 SAP 20.09.2024/ DE000DJ03LJ2 /
| 6/3/2024 8:09:42 AM |
Chg.+0.050 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+7.94% |
-
Bid Size: - |
-
Ask Size: - |
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: |
24.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
-0.90 |
| Time value: |
0.69 |
| Break-even: |
181.90 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.04 |
| Spread %: |
6.15% |
| Delta: |
0.42 |
| Theta: |
-0.05 |
| Omega: |
10.06 |
| Rho: |
0.19 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.46% |
| 1 Month |
|
|
-1.45% |
| 3 Months |
|
|
-41.88% |
| YTD |
|
|
+466.67% |
| 1 Year |
|
|
+385.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
0.630 |
| 1M High / 1M Low: |
1.330 |
0.630 |
| 6M High / 6M Low: |
1.620 |
0.090 |
| High (YTD): |
3/27/2024 |
1.620 |
| Low (YTD): |
1/5/2024 |
0.090 |
| 52W High: |
3/27/2024 |
1.620 |
| 52W Low: |
10/18/2023 |
0.070 |
| Avg. price 1W: |
|
1.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.768 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.440 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
181.46% |
| Volatility 6M: |
|
239.15% |
| Volatility 1Y: |
|
210.97% |
| Volatility 3Y: |
|
- |
