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DZ Bank Call 175 SAP 20.09.2024/  DE000DJ03LJ2  /

EUWAX
2024-05-14  8:09:55 AM Chg.0.000 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.990EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: 17.15
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 0.17
Implied volatility: 0.20
Historic volatility: 0.21
Parity: 0.17
Time value: 0.86
Break-even: 185.30
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.14
Spread abs.: 0.04
Spread %: 4.04%
Delta: 0.60
Theta: -0.04
Omega: 10.32
Rho: 0.34
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 0.990
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.24%
1 Month  
+8.79%
3 Months  
+20.73%
YTD  
+725.00%
1 Year  
+560.00%
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:   -