DZ Bank Call 116 SAP 19.12.2025
/ DE000DJ29ME6
DZ Bank Call 116 SAP 19.12.2025/ DE000DJ29ME6 /
2024-05-30 4:34:36 PM |
Chg.-0.680 |
Bid4:49:46 PM |
Ask4:49:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.060EUR |
-10.09% |
6.050 Bid Size: 35,000 |
6.080 Ask Size: 35,000 |
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: |
2.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.69 |
Intrinsic value: |
5.98 |
Implied volatility: |
0.28 |
Historic volatility: |
0.21 |
Parity: |
5.98 |
Time value: |
0.85 |
Break-even: |
184.30 |
Moneyness: |
1.52 |
Premium: |
0.05 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.08 |
Spread %: |
1.19% |
Delta: |
0.94 |
Theta: |
-0.02 |
Omega: |
2.42 |
Rho: |
1.50 |
Quote data
Open: |
6.370 |
High: |
6.370 |
Low: |
6.060 |
Previous Close: |
6.740 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.01% |
1 Month |
|
|
+0.33% |
3 Months |
|
|
-5.02% |
YTD |
|
|
+81.44% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.140 |
6.740 |
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: |
|
6.992 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.660 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.505 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
34.09% |
Volatility 6M: |
|
60.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |