DZ Bank Call 134 SAP 19.12.2025
/ DE000DJ29MJ5
DZ Bank Call 134 SAP 19.12.2025/ DE000DJ29MJ5 /
28/05/2024 21:35:05 |
Chg.-0.280 |
Bid21:59:03 |
Ask21:59:03 |
Underlying |
Strike price |
Expiration date |
Option type |
5.330EUR |
-4.99% |
5.340 Bid Size: 3,500 |
5.400 Ask Size: 3,500 |
SAP SE O.N. |
134.00 EUR |
19/12/2025 |
Call |
Master data
WKN: |
DJ29MJ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SAP SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
134.00 EUR |
Maturity: |
19/12/2025 |
Issue date: |
17/10/2023 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.55 |
Intrinsic value: |
4.64 |
Implied volatility: |
0.24 |
Historic volatility: |
0.20 |
Parity: |
4.64 |
Time value: |
1.03 |
Break-even: |
190.70 |
Moneyness: |
1.35 |
Premium: |
0.06 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.06 |
Spread %: |
1.07% |
Delta: |
0.91 |
Theta: |
-0.02 |
Omega: |
2.89 |
Rho: |
1.68 |
Quote data
Open: |
5.600 |
High: |
5.720 |
Low: |
5.280 |
Previous Close: |
5.610 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.14% |
1 Month |
|
|
+9.00% |
3 Months |
|
|
+11.04% |
YTD |
|
|
+140.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.610 |
5.530 |
1M High / 1M Low: |
5.610 |
4.450 |
6M High / 6M Low: |
5.630 |
2.000 |
High (YTD): |
26/03/2024 |
5.630 |
Low (YTD): |
04/01/2024 |
2.000 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.576 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.116 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.088 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
37.62% |
Volatility 6M: |
|
75.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |