DZ Bank Call 250 SAP 21.02.2025
/ DE000DY1LJS4
DZ Bank Call 250 SAP 21.02.2025/ DE000DY1LJS4 /
| 1/23/2025 8:33:28 AM |
Chg.+0.23 |
Bid6:39:49 PM |
Ask6:39:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.80EUR |
+14.65% |
1.75
Bid Size: 8,000 |
1.85
Ask Size: 8,000 |
SAP SE O.N. |
250.00 - |
2/21/2025 |
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: |
2/21/2025 |
| Issue date: |
12/23/2024 |
| Last trading day: |
2/20/2025 |
| 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: |
1.80 |
| High: |
1.80 |
| Low: |
1.80 |
| Previous Close: |
1.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.40% |
| 1 Month |
|
|
+185.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
+210.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.30 |
| 1M High / 1M Low: |
1.57 |
0.42 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
1.57 |
| Low (YTD): |
1/6/2025 |
0.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |