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DZ Bank Call 175 SAP 21.06.2024/  DE000DJ03LH6  /

Frankfurt Zert./DZB
2024-05-29  10:35:00 AM Chg.+0.010 Bid10:39:39 AM Ask10:39:39 AM Underlying Strike price Expiration date Option type
0.570EUR +1.79% 0.580
Bid Size: 35,000		 0.600
Ask Size: 35,000		 SAP SE O.N. 175.00 - 2024-06-21 Call
 

Master data

WKN: DJ03LH
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 175.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.05
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.22
Implied volatility: 0.26
Historic volatility: 0.21
Parity: 0.22
Time value: 0.39
Break-even: 181.10
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.41
Spread abs.: 0.04
Spread %: 7.02%
Delta: 0.60
Theta: -0.11
Omega: 17.49
Rho: 0.06
 

Quote data

Open: 0.540
High: 0.650
Low: 0.540
Previous Close: 0.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -21.92%
1 Month  
+58.33%
3 Months
  -27.85%
YTD  
+691.67%
1 Year  
+612.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.560
1M High / 1M Low: 0.780 0.260
6M High / 6M Low: 1.190 0.030
High (YTD): 2024-03-26 1.190
Low (YTD): 2024-01-09 0.030
52W High: 2024-03-26 1.190
52W Low: 2023-07-20 0.017
Avg. price 1W:   0.718
Avg. volume 1W:   0.000
Avg. price 1M:   0.528
Avg. volume 1M:   0.000
Avg. price 6M:   0.466
Avg. volume 6M:   0.000
Avg. price 1Y:   0.258
Avg. volume 1Y:   0.000
Volatility 1M:   259.78%
Volatility 6M:   331.56%
Volatility 1Y:   388.56%
Volatility 3Y:   -