DZ Bank Call 198 SAP 19.07.2024
/ DE000DQ3SY44
DZ Bank Call 198 SAP 19.07.2024/ DE000DQ3SY44 /
| 2024-07-09 8:11:45 AM |
Chg.-0.020 |
Bid3:38:08 PM |
Ask3:38:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
-45.45% |
0.025
Bid Size: 35,000 |
0.045
Ask Size: 35,000 |
SAP SE O.N. |
198.00 EUR |
2024-07-19 |
Call |
Master data
| WKN: |
DQ3SY4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
198.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
257.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
-1.02 |
| Time value: |
0.07 |
| Break-even: |
198.73 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
6.82 |
| Spread abs.: |
0.04 |
| Spread %: |
121.21% |
| Delta: |
0.15 |
| Theta: |
-0.11 |
| Omega: |
39.62 |
| Rho: |
0.01 |
Quote data
| Open: |
0.024 |
| High: |
0.024 |
| Low: |
0.024 |
| Previous Close: |
0.044 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-63.64% |
| 1 Month |
|
|
-41.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.066 |
0.037 |
| 1M High / 1M Low: |
0.150 |
0.007 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,749.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
