DZ Bank Call 124 SAP 19.12.2025
/ DE000DJ29MG1
DZ Bank Call 124 SAP 19.12.2025/ DE000DJ29MG1 /
| 2024-05-30 6:04:34 PM |
Chg.-0.730 |
Bid6:17:11 PM |
Ask6:17:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.330EUR |
-12.05% |
5.340
Bid Size: 8,750 |
5.400
Ask Size: 8,750 |
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: |
2.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.97 |
| Intrinsic value: |
5.18 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
5.18 |
| Time value: |
0.95 |
| Break-even: |
185.30 |
| Moneyness: |
1.42 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
0.99% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
2.64 |
| Rho: |
1.56 |
Quote data
| Open: |
5.700 |
| High: |
5.700 |
| Low: |
5.330 |
| Previous Close: |
6.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.11% |
| 1 Month |
|
|
-0.56% |
| 3 Months |
|
|
-6.82% |
| YTD |
|
|
+89.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.450 |
6.060 |
| 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: |
|
6.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.979 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.876 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
36.79% |
| Volatility 6M: |
|
66.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
