DZ Bank Call 188 SAP 18.10.2024
/ DE000DQ59N69
DZ Bank Call 188 SAP 18.10.2024/ DE000DQ59N69 /
| 04/10/2024 21:34:50 |
Chg.-0.050 |
Bid21:58:05 |
Ask21:58:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.320EUR |
-3.65% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
188.00 EUR |
18/10/2024 |
Call |
Master data
| WKN: |
DQ59N6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
188.00 EUR |
| Maturity: |
18/10/2024 |
| Issue date: |
02/08/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
1.27 |
| Time value: |
0.13 |
| Break-even: |
202.00 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
2.94% |
| Delta: |
0.85 |
| Theta: |
-0.13 |
| Omega: |
12.17 |
| Rho: |
0.06 |
Quote data
| Open: |
1.350 |
| High: |
1.450 |
| Low: |
1.210 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
+62.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.760 |
1.320 |
| 1M High / 1M Low: |
1.970 |
0.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.564 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.521 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
