DZ Bank Call 184 SAP 19.07.2024
/ DE000DQ3BSQ6
DZ Bank Call 184 SAP 19.07.2024/ DE000DQ3BSQ6 /
| 7/9/2024 8:05:27 AM |
Chg.-0.120 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-18.75% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
184.00 EUR |
7/19/2024 |
Call |
Master data
| WKN: |
DQ3BSQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
184.00 EUR |
| Maturity: |
7/19/2024 |
| Issue date: |
5/7/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
32.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
0.38 |
| Time value: |
0.20 |
| Break-even: |
189.80 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.04 |
| Spread %: |
7.41% |
| Delta: |
0.69 |
| Theta: |
-0.17 |
| Omega: |
22.31 |
| Rho: |
0.03 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.480 |
| 1M High / 1M Low: |
0.870 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.413 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
516.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
