DZ Bank Call 116 SAP 19.12.2025
/ DE000DJ29ME6
DZ Bank Call 116 SAP 19.12.2025/ DE000DJ29ME6 /
| 2024-05-28 9:34:43 PM |
Chg.-0.300 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.840EUR |
-4.20% |
6.850
Bid Size: 3,500 |
6.930
Ask Size: 3,500 |
SAP SE O.N. |
116.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ29ME |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
116.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.14 |
| Intrinsic value: |
6.44 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
6.44 |
| Time value: |
0.78 |
| Break-even: |
188.20 |
| Moneyness: |
1.56 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.08 |
| Spread %: |
1.12% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
2.39 |
| Rho: |
1.57 |
Quote data
| Open: |
7.140 |
| High: |
7.260 |
| Low: |
6.800 |
| Previous Close: |
7.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.53% |
| 1 Month |
|
|
+7.55% |
| 3 Months |
|
|
+9.44% |
| YTD |
|
|
+104.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.140 |
7.060 |
| 1M High / 1M Low: |
7.140 |
5.920 |
| 6M High / 6M Low: |
7.140 |
3.070 |
| High (YTD): |
2024-05-27 |
7.140 |
| Low (YTD): |
2024-01-04 |
3.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.621 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.456 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
30.46% |
| Volatility 6M: |
|
60.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
