DZ Bank Call 175 SAP 20.12.2024
/ DE000DJ03LK0
DZ Bank Call 175 SAP 20.12.2024/ DE000DJ03LK0 /
| 20/09/2024 08:08:55 |
Chg.+0.40 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.36EUR |
+13.51% |
-
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: |
6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.17 |
| Intrinsic value: |
2.95 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
2.95 |
| Time value: |
0.43 |
| Break-even: |
208.80 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
1.20% |
| Delta: |
0.85 |
| Theta: |
-0.06 |
| Omega: |
5.16 |
| Rho: |
0.35 |
Quote data
| Open: |
3.36 |
| High: |
3.36 |
| Low: |
3.36 |
| Previous Close: |
2.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.07% |
| 1 Month |
|
|
+21.74% |
| 3 Months |
|
|
+103.64% |
| YTD |
|
|
+1427.27% |
| 1 Year |
|
|
+1876.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.36 |
2.89 |
| 1M High / 1M Low: |
3.36 |
2.21 |
| 6M High / 6M Low: |
3.36 |
1.02 |
| High (YTD): |
20/09/2024 |
3.36 |
| Low (YTD): |
05/01/2024 |
0.19 |
| 52W High: |
20/09/2024 |
3.36 |
| 52W Low: |
18/10/2023 |
0.14 |
| Avg. price 1W: |
|
3.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.93 |
| Avg. volume 6M: |
|
1.56 |
| Avg. price 1Y: |
|
1.25 |
| Avg. volume 1Y: |
|
1.57 |
| Volatility 1M: |
|
110.39% |
| Volatility 6M: |
|
162.93% |
| Volatility 1Y: |
|
179.15% |
| Volatility 3Y: |
|
- |
