DZ Bank Call 250 SAP 21.02.2025
/ DE000DY1LJS4
DZ Bank Call 250 SAP 21.02.2025/ DE000DY1LJS4 /
| 23/01/2025 21:42:57 |
Chg.+0.060 |
Bid21:59:53 |
Ask21:59:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.790EUR |
+3.47% |
1.830
Bid Size: 4,000 |
1.930
Ask Size: 4,000 |
SAP SE O.N. |
250.00 - |
21/02/2025 |
Call |
Master data
| WKN: |
DY1LJS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
21/02/2025 |
| Issue date: |
23/12/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
1.23 |
| Time value: |
0.59 |
| Break-even: |
268.20 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.10 |
| Spread %: |
5.81% |
| Delta: |
0.70 |
| Theta: |
-0.17 |
| Omega: |
10.15 |
| Rho: |
0.13 |
Quote data
| Open: |
1.760 |
| High: |
1.830 |
| Low: |
1.620 |
| Previous Close: |
1.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.84% |
| 1 Month |
|
|
+193.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
+231.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.730 |
1.280 |
| 1M High / 1M Low: |
1.730 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/01/2025 |
1.730 |
| Low (YTD): |
03/01/2025 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.916 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |