DZ Bank Call 126 SAP 19.12.2025
/ DE000DJ29MH9
DZ Bank Call 126 SAP 19.12.2025/ DE000DJ29MH9 /
| 2024-06-07 8:04:01 AM |
Chg.+0.41 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.02EUR |
+7.31% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
126.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ29MH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
126.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.94 |
| Intrinsic value: |
5.14 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
5.14 |
| Time value: |
0.95 |
| Break-even: |
186.90 |
| Moneyness: |
1.41 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
1.00% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
2.67 |
| Rho: |
1.55 |
Quote data
| Open: |
6.02 |
| High: |
6.02 |
| Low: |
6.02 |
| Previous Close: |
5.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.97% |
| 1 Month |
|
|
+9.06% |
| 3 Months |
|
|
+0.33% |
| YTD |
|
|
+125.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.02 |
5.18 |
| 1M High / 1M Low: |
6.35 |
5.06 |
| 6M High / 6M Low: |
6.35 |
2.43 |
| High (YTD): |
2024-05-28 |
6.35 |
| Low (YTD): |
2024-01-04 |
2.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.36% |
| Volatility 6M: |
|
72.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
