DZ Bank Call 124 SAP 19.12.2025
/ DE000DJ29MG1
DZ Bank Call 124 SAP 19.12.2025/ DE000DJ29MG1 /
| 2024-05-28 9:35:06 PM |
Chg.-0.290 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.160EUR |
-4.50% |
6.170
Bid Size: 3,500 |
6.230
Ask Size: 3,500 |
SAP SE O.N. |
124.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ29MG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
124.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.42 |
| Intrinsic value: |
5.64 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
5.64 |
| Time value: |
0.89 |
| Break-even: |
189.30 |
| Moneyness: |
1.46 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.08 |
| Spread %: |
1.24% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
2.59 |
| Rho: |
1.62 |
Quote data
| Open: |
6.440 |
| High: |
6.560 |
| Low: |
6.120 |
| Previous Close: |
6.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.60% |
| 1 Month |
|
|
+8.07% |
| 3 Months |
|
|
+10.20% |
| YTD |
|
|
+119.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.450 |
6.380 |
| 1M High / 1M Low: |
6.450 |
5.240 |
| 6M High / 6M Low: |
6.450 |
2.560 |
| High (YTD): |
2024-05-27 |
6.450 |
| Low (YTD): |
2024-01-04 |
2.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.941 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.829 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
33.18% |
| Volatility 6M: |
|
66.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
