DZ Bank Call 170 SAP 20.12.2024
/ DE000DJ0S884
DZ Bank Call 170 SAP 20.12.2024/ DE000DJ0S884 /
| 2024-06-07 8:15:43 AM |
Chg.+0.23 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
+14.56% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
170.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ0S88 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
0.74 |
| Time value: |
1.12 |
| Break-even: |
188.60 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
2.20% |
| Delta: |
0.67 |
| Theta: |
-0.04 |
| Omega: |
6.36 |
| Rho: |
0.53 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.81 |
| Previous Close: |
1.58 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.80% |
| 1 Month |
|
|
+16.77% |
| 3 Months |
|
|
-10.40% |
| YTD |
|
|
+524.14% |
| 1 Year |
|
|
+624.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.27 |
| 1M High / 1M Low: |
2.06 |
1.25 |
| 6M High / 6M Low: |
2.28 |
0.25 |
| High (YTD): |
2024-03-27 |
2.28 |
| Low (YTD): |
2024-01-05 |
0.25 |
| 52W High: |
2024-03-27 |
2.28 |
| 52W Low: |
2023-10-18 |
0.17 |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.76 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
137.32% |
| Volatility 6M: |
|
175.25% |
| Volatility 1Y: |
|
160.00% |
| Volatility 3Y: |
|
- |
