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DZ Bank Call 140 SAP 21.06.2024/  DE000DJ0RHM9  /

Frankfurt Zert./DZB
5/31/2024  11:34:57 AM Chg.+0.030 Bid11:57:15 AM Ask11:57:15 AM Underlying Strike price Expiration date Option type
2.520EUR +1.20% 2.510
Bid Size: 25,000		 2.520
Ask Size: 25,000		 SAP SE O.N. 140.00 - 6/21/2024 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: 6/21/2024
Issue date: 3/29/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 6.72
Leverage: Yes

Calculated values

Fair value: 2.89
Intrinsic value: 2.86
Implied volatility: -
Historic volatility: 0.21
Parity: 2.86
Time value: -0.35
Break-even: 165.10
Moneyness: 1.20
Premium: -0.02
Premium p.a.: -0.30
Spread abs.: 0.03
Spread %: 1.21%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.520
High: 2.530
Low: 2.420
Previous Close: 2.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.10%
1 Month  
+2.86%
3 Months  
+4.56%
YTD  
+250.00%
1 Year  
+460.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.910 2.490
1M High / 1M Low: 2.910 2.400
6M High / 6M Low: 2.910 0.560
High (YTD): 5/27/2024 2.910
Low (YTD): 1/4/2024 0.560
52W High: 5/27/2024 2.910
52W Low: 9/26/2023 0.250
Avg. price 1W:   2.804
Avg. volume 1W:   0.000
Avg. price 1M:   2.748
Avg. volume 1M:   0.000
Avg. price 6M:   1.991
Avg. volume 6M:   0.000
Avg. price 1Y:   1.199
Avg. volume 1Y:   14.453
Volatility 1M:   53.34%
Volatility 6M:   116.19%
Volatility 1Y:   146.62%
Volatility 3Y:   -