DZ Bank Call 237.5 SAP 21.02.2025
/ DE000DY1LJM7
DZ Bank Call 237.5 SAP 21.02.2025/ DE000DY1LJM7 /
| 1/24/2025 9:42:28 AM |
Chg.-0.060 |
Bid9:51:31 AM |
Ask9:51:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.750EUR |
-2.14% |
2.750
Bid Size: 40,000 |
2.770
Ask Size: 40,000 |
SAP SE O.N. |
237.50 - |
2/21/2025 |
Call |
Master data
| WKN: |
DY1LJM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
237.50 - |
| Maturity: |
2/21/2025 |
| Issue date: |
12/23/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
2.48 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
2.48 |
| Time value: |
0.34 |
| Break-even: |
265.70 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.10 |
| Spread %: |
3.68% |
| Delta: |
0.83 |
| Theta: |
-0.14 |
| Omega: |
7.71 |
| Rho: |
0.15 |
Quote data
| Open: |
2.870 |
| High: |
2.870 |
| Low: |
2.750 |
| Previous Close: |
2.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.77% |
| 1 Month |
|
|
+141.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
+169.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.810 |
2.240 |
| 1M High / 1M Low: |
2.810 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
2.810 |
| Low (YTD): |
1/3/2025 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.696 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |