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DZ Bank Call 170 SAP 21.03.2025/  DE000DJ0S9P8  /

Frankfurt Zert./DZB
2024-05-31  11:04:26 AM Chg.+0.040 Bid11:10:14 AM Ask11:10:14 AM Underlying Strike price Expiration date Option type
1.570EUR +2.61% 1.570
Bid Size: 35,000		 1.590
Ask Size: 35,000		 SAP SE O.N. 170.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S9P
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.74
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.21
Parity: -0.14
Time value: 1.57
Break-even: 185.70
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 0.13
Spread abs.: 0.05
Spread %: 3.29%
Delta: 0.58
Theta: -0.03
Omega: 6.26
Rho: 0.67
 

Quote data

Open: 1.550
High: 1.570
Low: 1.470
Previous Close: 1.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -33.47%
1 Month
  -5.42%
3 Months
  -21.11%
YTD  
+234.04%
1 Year  
+282.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.380 1.530
1M High / 1M Low: 2.380 1.530
6M High / 6M Low: 2.520 0.390
High (YTD): 2024-03-26 2.520
Low (YTD): 2024-01-04 0.390
52W High: 2024-03-26 2.520
52W Low: 2023-10-18 0.250
Avg. price 1W:   2.104
Avg. volume 1W:   0.000
Avg. price 1M:   2.026
Avg. volume 1M:   0.000
Avg. price 6M:   1.505
Avg. volume 6M:   0.000
Avg. price 1Y:   0.928
Avg. volume 1Y:   0.000
Volatility 1M:   121.91%
Volatility 6M:   143.14%
Volatility 1Y:   135.65%
Volatility 3Y:   -