OverviewChartNewsTraderScreen

DZ Bank Call 175 SAP 21.03.2025/  DE000DJ03LL8  /

Frankfurt Zert./DZB
2024-05-27  9:34:39 PM Chg.+0.010 Bid9:58:35 PM Ask9:58:35 PM Underlying Strike price Expiration date Option type
2.070EUR +0.49% 2.070
Bid Size: 3,500		 2.110
Ask Size: 3,500		 SAP SE O.N. 175.00 - 2025-03-21 Call
 

Master data

WKN: DJ03LL
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 175.00 -
Maturity: 2025-03-21
Issue date: 2023-04-13
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.53
Leverage: Yes

Calculated values

Fair value: 1.88
Intrinsic value: 0.51
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 0.51
Time value: 1.60
Break-even: 196.10
Moneyness: 1.03
Premium: 0.09
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 1.93%
Delta: 0.65
Theta: -0.03
Omega: 5.53
Rho: 0.78
 

Quote data

Open: 2.030
High: 2.090
Low: 2.010
Previous Close: 2.060
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.49%
1 Month  
+25.45%
3 Months  
+25.45%
YTD  
+444.74%
1 Year  
+491.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.070 2.040
1M High / 1M Low: 2.070 1.340
6M High / 6M Low: 2.220 0.320
High (YTD): 2024-03-26 2.220
Low (YTD): 2024-01-05 0.320
52W High: 2024-03-26 2.220
52W Low: 2023-10-18 0.210
Avg. price 1W:   2.060
Avg. volume 1W:   0.000
Avg. price 1M:   1.754
Avg. volume 1M:   0.000
Avg. price 6M:   1.272
Avg. volume 6M:   0.000
Avg. price 1Y:   0.780
Avg. volume 1Y:   0.000
Volatility 1M:   75.49%
Volatility 6M:   143.74%
Volatility 1Y:   136.42%
Volatility 3Y:   -