DZ Bank Call 175 SAP 20.12.2024
/ DE000DJ03LK0
DZ Bank Call 175 SAP 20.12.2024/ DE000DJ03LK0 /
| 2024-05-13 8:09:40 AM |
Chg.-0.02 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
-1.42% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
175.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ03LK |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-04-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
0.11 |
| Time value: |
1.33 |
| Break-even: |
189.40 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
2.86% |
| Delta: |
0.60 |
| Theta: |
-0.04 |
| Omega: |
7.36 |
| Rho: |
0.55 |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.39 |
| Previous Close: |
1.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.01% |
| 1 Month |
|
|
+1.46% |
| 3 Months |
|
|
+24.11% |
| YTD |
|
|
+531.82% |
| 1 Year |
|
|
+504.35% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.13 |
| 1M High / 1M Low: |
1.50 |
1.03 |
| 6M High / 6M Low: |
1.98 |
0.19 |
| High (YTD): |
2024-03-27 |
1.98 |
| Low (YTD): |
2024-01-05 |
0.19 |
| 52W High: |
2024-03-27 |
1.98 |
| 52W Low: |
2023-10-18 |
0.14 |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.90 |
| Avg. volume 6M: |
|
1.61 |
| Avg. price 1Y: |
|
0.54 |
| Avg. volume 1Y: |
|
.79 |
| Volatility 1M: |
|
155.62% |
| Volatility 6M: |
|
187.58% |
| Volatility 1Y: |
|
166.64% |
| Volatility 3Y: |
|
- |
