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DZ Bank Call 175 SAP 20.09.2024/  DE000DJ03LJ2  /

EUWAX
2024-05-15  8:10:02 AM Chg.-0.040 Bid11:12:22 AM Ask11:12:22 AM Underlying Strike price Expiration date Option type
0.950EUR -4.04% 0.940
Bid Size: 35,000		 0.960
Ask Size: 35,000		 SAP SE O.N. 175.00 - 2024-09-20 Call
 

Master data

WKN: DJ03LJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 175.00 -
Maturity: 2024-09-20
Issue date: 2023-04-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.47
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.21
Parity: -0.03
Time value: 1.00
Break-even: 185.00
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.18
Spread abs.: 0.04
Spread %: 4.17%
Delta: 0.56
Theta: -0.04
Omega: 9.81
Rho: 0.31
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.990
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.74%
1 Month  
+4.40%
3 Months  
+15.85%
YTD  
+691.67%
1 Year  
+533.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.890
1M High / 1M Low: 1.110 0.690
6M High / 6M Low: 1.620 0.090
High (YTD): 2024-03-27 1.620
Low (YTD): 2024-01-05 0.090
52W High: 2024-03-27 1.620
52W Low: 2023-10-18 0.070
Avg. price 1W:   0.982
Avg. volume 1W:   0.000
Avg. price 1M:   0.883
Avg. volume 1M:   0.000
Avg. price 6M:   0.670
Avg. volume 6M:   0.000
Avg. price 1Y:   0.388
Avg. volume 1Y:   0.000
Volatility 1M:   192.92%
Volatility 6M:   234.97%
Volatility 1Y:   206.54%
Volatility 3Y:   -