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DZ Bank Call 140 SAP 21.06.2024/  DE000DJ0RHM9  /

Frankfurt Zert./DZB
2024-05-15  7:34:23 PM Chg.+0.040 Bid7:57:14 PM Ask7:57:14 PM Underlying Strike price Expiration date Option type
2.770EUR +1.47% 2.770
Bid Size: 10,000		 2.790
Ask Size: 10,000		 SAP SE O.N. 140.00 - 2024-06-21 Call
 

Master data

WKN: DJ0RHM
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-06-21
Issue date: 2023-03-29
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 6.28
Leverage: Yes

Calculated values

Fair value: 3.52
Intrinsic value: 3.47
Implied volatility: -
Historic volatility: 0.21
Parity: 3.47
Time value: -0.69
Break-even: 167.80
Moneyness: 1.25
Premium: -0.04
Premium p.a.: -0.33
Spread abs.: 0.02
Spread %: 0.72%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.760
High: 2.780
Low: 2.730
Previous Close: 2.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+20.96%
3 Months  
+37.81%
YTD  
+284.72%
1 Year  
+529.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.790 2.730
1M High / 1M Low: 2.790 2.040
6M High / 6M Low: 2.790 0.560
High (YTD): 2024-05-09 2.790
Low (YTD): 2024-01-04 0.560
52W High: 2024-05-09 2.790
52W Low: 2023-09-26 0.250
Avg. price 1W:   2.762
Avg. volume 1W:   0.000
Avg. price 1M:   2.504
Avg. volume 1M:   0.000
Avg. price 6M:   1.805
Avg. volume 6M:   0.000
Avg. price 1Y:   1.087
Avg. volume 1Y:   14.453
Volatility 1M:   90.09%
Volatility 6M:   127.59%
Volatility 1Y:   148.22%
Volatility 3Y:   -