DZ Bank Call 175 SAP 20.12.2024
/ DE000DJ03LK0
DZ Bank Call 175 SAP 20.12.2024/ DE000DJ03LK0 /
| 28/05/2024 08:10:16 |
Chg.+0.04 |
Bid14:23:03 |
Ask14:23:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.73EUR |
+2.37% |
1.66
Bid Size: 35,000 |
1.68
Ask Size: 35,000 |
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: |
10.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.54 |
| Time value: |
1.23 |
| Break-even: |
192.70 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
2.31% |
| Delta: |
0.65 |
| Theta: |
-0.04 |
| Omega: |
6.60 |
| Rho: |
0.56 |
Quote data
| Open: |
1.73 |
| High: |
1.73 |
| Low: |
1.73 |
| Previous Close: |
1.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.58% |
| 1 Month |
|
|
+33.08% |
| 3 Months |
|
|
+14.57% |
| YTD |
|
|
+686.36% |
| 1 Year |
|
|
+686.36% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.69 |
| 1M High / 1M Low: |
1.74 |
1.05 |
| 6M High / 6M Low: |
1.98 |
0.19 |
| High (YTD): |
27/03/2024 |
1.98 |
| Low (YTD): |
05/01/2024 |
0.19 |
| 52W High: |
27/03/2024 |
1.98 |
| 52W Low: |
18/10/2023 |
0.14 |
| Avg. price 1W: |
|
1.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
1.61 |
| Avg. price 1Y: |
|
0.59 |
| Avg. volume 1Y: |
|
.78 |
| Volatility 1M: |
|
101.72% |
| Volatility 6M: |
|
186.15% |
| Volatility 1Y: |
|
166.06% |
| Volatility 3Y: |
|
- |
