DZ Bank Call 175 SAP 20.12.2024
/ DE000DJ03LK0
DZ Bank Call 175 SAP 20.12.2024/ DE000DJ03LK0 /
| 07/06/2024 21:35:17 |
Chg.-0.010 |
Bid21:58:01 |
Ask21:58:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
-0.65% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
175.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
DJ03LK |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
13/04/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
0.24 |
| Time value: |
1.32 |
| Break-even: |
190.60 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
2.63% |
| Delta: |
0.61 |
| Theta: |
-0.04 |
| Omega: |
6.91 |
| Rho: |
0.49 |
Quote data
| Open: |
1.520 |
| High: |
1.550 |
| Low: |
1.430 |
| Previous Close: |
1.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.70% |
| 1 Month |
|
|
+2.70% |
| 3 Months |
|
|
-7.88% |
| YTD |
|
|
+533.33% |
| 1 Year |
|
|
+623.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
1.050 |
| 1M High / 1M Low: |
1.730 |
0.970 |
| 6M High / 6M Low: |
1.930 |
0.180 |
| High (YTD): |
26/03/2024 |
1.930 |
| Low (YTD): |
04/01/2024 |
0.180 |
| 52W High: |
26/03/2024 |
1.930 |
| 52W Low: |
20/07/2023 |
0.120 |
| Avg. price 1W: |
|
1.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.440 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.087 |
| Avg. volume 6M: |
|
9.677 |
| Avg. price 1Y: |
|
0.635 |
| Avg. volume 1Y: |
|
4.706 |
| Volatility 1M: |
|
171.97% |
| Volatility 6M: |
|
188.37% |
| Volatility 1Y: |
|
176.47% |
| Volatility 3Y: |
|
- |
