DZ Bank Call 175 SAP 21.03.2025
/ DE000DJ03LL8
DZ Bank Call 175 SAP 21.03.2025/ DE000DJ03LL8 /
| 9/20/2024 8:08:55 AM |
Chg.+0.38 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.68EUR |
+11.52% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
175.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
DJ03LL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/13/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.46 |
| Intrinsic value: |
2.95 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
2.95 |
| Time value: |
0.75 |
| Break-even: |
212.00 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
1.09% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
4.55 |
| Rho: |
0.65 |
Quote data
| Open: |
3.68 |
| High: |
3.68 |
| Low: |
3.68 |
| Previous Close: |
3.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.88% |
| 1 Month |
|
|
+17.20% |
| 3 Months |
|
|
+84.92% |
| YTD |
|
|
+894.59% |
| 1 Year |
|
|
+1315.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.68 |
3.24 |
| 1M High / 1M Low: |
3.68 |
2.61 |
| 6M High / 6M Low: |
3.68 |
1.30 |
| High (YTD): |
9/20/2024 |
3.68 |
| Low (YTD): |
1/5/2024 |
0.33 |
| 52W High: |
9/20/2024 |
3.68 |
| 52W Low: |
10/18/2023 |
0.22 |
| Avg. price 1W: |
|
3.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.51 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
90.72% |
| Volatility 6M: |
|
137.14% |
| Volatility 1Y: |
|
146.57% |
| Volatility 3Y: |
|
- |
