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DZ Bank Call 175 SAP 20.09.2024/  DE000DJ03LJ2  /

EUWAX
31/05/2024  12:33:28 Chg.-0.200 Bid14:48:43 Ask14:48:43 Underlying Strike price Expiration date Option type
0.630EUR -24.10% 0.630
Bid Size: 35,000		 0.650
Ask Size: 35,000		 SAP SE O.N. 175.00 - 20/09/2024 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: 20/09/2024
Issue date: 13/04/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.34
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.21
Parity: -0.64
Time value: 0.64
Break-even: 181.40
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.27
Spread abs.: 0.05
Spread %: 8.47%
Delta: 0.44
Theta: -0.04
Omega: 11.63
Rho: 0.21
 

Quote data

Open: 0.610
High: 0.630
Low: 0.610
Previous Close: 0.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -51.16%
1 Month
  -22.22%
3 Months
  -35.05%
YTD  
+425.00%
1 Year  
+384.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.320 0.830
1M High / 1M Low: 1.330 0.690
6M High / 6M Low: 1.620 0.090
High (YTD): 27/03/2024 1.620
Low (YTD): 05/01/2024 0.090
52W High: 27/03/2024 1.620
52W Low: 18/10/2023 0.070
Avg. price 1W:   1.166
Avg. volume 1W:   0.000
Avg. price 1M:   1.027
Avg. volume 1M:   0.000
Avg. price 6M:   0.760
Avg. volume 6M:   0.000
Avg. price 1Y:   0.436
Avg. volume 1Y:   0.000
Volatility 1M:   155.82%
Volatility 6M:   235.50%
Volatility 1Y:   208.76%
Volatility 3Y:   -