DZ Bank Call 175 SAP 21.03.2025
/ DE000DJ03LL8
DZ Bank Call 175 SAP 21.03.2025/ DE000DJ03LL8 /
| 2024-05-29 8:10:03 AM |
Chg.-0.21 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.86EUR |
-10.14% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
175.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
DJ03LL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-04-13 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
0.22 |
| Time value: |
1.71 |
| Break-even: |
194.30 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
2.12% |
| Delta: |
0.62 |
| Theta: |
-0.03 |
| Omega: |
5.70 |
| Rho: |
0.74 |
Quote data
| Open: |
1.86 |
| High: |
1.86 |
| Low: |
1.86 |
| Previous Close: |
2.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.37% |
| 1 Month |
|
|
+11.38% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
+402.70% |
| 1 Year |
|
|
+463.64% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.08 |
2.03 |
| 1M High / 1M Low: |
2.08 |
1.33 |
| 6M High / 6M Low: |
2.27 |
0.33 |
| High (YTD): |
2024-03-27 |
2.27 |
| Low (YTD): |
2024-01-05 |
0.33 |
| 52W High: |
2024-03-27 |
2.27 |
| 52W Low: |
2023-10-18 |
0.22 |
| Avg. price 1W: |
|
2.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.78 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
83.18% |
| Volatility 6M: |
|
147.96% |
| Volatility 1Y: |
|
133.55% |
| Volatility 3Y: |
|
- |
