DZ Bank Call 140 SAP 20.12.2024
/ DE000DJ02NE1
DZ Bank Call 140 SAP 20.12.2024/ DE000DJ02NE1 /
| 2024-05-28 8:15:29 AM |
Chg.+0.02 |
Bid8:21:43 PM |
Ask8:21:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.49EUR |
+0.81% |
2.40
Bid Size: 10,000 |
2.42
Ask Size: 10,000 |
SAP SE O.N. |
140.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ02NE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-04-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
7.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.37 |
| Intrinsic value: |
4.04 |
| Implied volatility: |
- |
| Historic volatility: |
0.20 |
| Parity: |
4.04 |
| Time value: |
-1.53 |
| Break-even: |
165.10 |
| Moneyness: |
1.29 |
| Premium: |
-0.08 |
| Premium p.a.: |
-0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
0.80% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.49 |
| High: |
2.49 |
| Low: |
2.49 |
| Previous Close: |
2.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.40% |
| 1 Month |
|
|
+14.22% |
| 3 Months |
|
|
+11.16% |
| YTD |
|
|
+144.12% |
| 1 Year |
|
|
+283.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.48 |
2.46 |
| 1M High / 1M Low: |
2.48 |
2.09 |
| 6M High / 6M Low: |
2.48 |
0.89 |
| High (YTD): |
2024-05-21 |
2.48 |
| Low (YTD): |
2024-01-04 |
0.89 |
| 52W High: |
2024-05-21 |
2.48 |
| 52W Low: |
2023-07-26 |
0.49 |
| Avg. price 1W: |
|
2.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.25 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
28.53% |
| Volatility 6M: |
|
74.12% |
| Volatility 1Y: |
|
90.40% |
| Volatility 3Y: |
|
- |
