DZ Bank Call 120 SAP 19.12.2025
/ DE000DJ29MF3
DZ Bank Call 120 SAP 19.12.2025/ DE000DJ29MF3 /
| 2024-05-30 8:03:27 AM |
Chg.-0.44 |
Bid10:49:39 AM |
Ask10:49:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.03EUR |
-6.80% |
5.93
Bid Size: 35,000 |
5.96
Ask Size: 35,000 |
SAP SE O.N. |
120.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ29MF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.33 |
| Intrinsic value: |
5.58 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
5.58 |
| Time value: |
0.90 |
| Break-even: |
184.80 |
| Moneyness: |
1.47 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.08 |
| Spread %: |
1.25% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
2.52 |
| Rho: |
1.53 |
Quote data
| Open: |
6.03 |
| High: |
6.03 |
| Low: |
6.03 |
| Previous Close: |
6.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.80% |
| 1 Month |
|
|
+3.79% |
| 3 Months |
|
|
+4.69% |
| YTD |
|
|
+97.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.86 |
6.47 |
| 1M High / 1M Low: |
6.86 |
5.57 |
| 6M High / 6M Low: |
6.86 |
2.80 |
| High (YTD): |
2024-05-28 |
6.86 |
| Low (YTD): |
2024-01-04 |
2.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
37.29% |
| Volatility 6M: |
|
63.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
