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DZ Bank Call 175 SAP 21.06.2024/  DE000DJ03LH6  /

Frankfurt Zert./DZB
2024-05-14  9:34:40 PM Chg.-0.080 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
0.390EUR -17.02% 0.440
Bid Size: 3,500		 0.480
Ask Size: 3,500		 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: 34.64
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.17
Implied volatility: 0.17
Historic volatility: 0.21
Parity: 0.17
Time value: 0.34
Break-even: 180.10
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.20
Spread abs.: 0.04
Spread %: 8.51%
Delta: 0.61
Theta: -0.06
Omega: 21.11
Rho: 0.11
 

Quote data

Open: 0.480
High: 0.480
Low: 0.380
Previous Close: 0.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.88%
1 Month
  -20.41%
3 Months
  -20.41%
YTD  
+441.67%
1 Year  
+254.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.410
1M High / 1M Low: 0.570 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:   0.494
Avg. volume 1W:   0.000
Avg. price 1M:   0.439
Avg. volume 1M:   0.000
Avg. price 6M:   0.418
Avg. volume 6M:   0.000
Avg. price 1Y:   0.235
Avg. volume 1Y:   0.000
Volatility 1M:   291.66%
Volatility 6M:   328.81%
Volatility 1Y:   386.98%
Volatility 3Y:   -