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DZ Bank Call 175 SAP 21.06.2024/  DE000DJ03LH6  /

Frankfurt Zert./DZB
5/28/2024  12:35:00 PM Chg.-0.040 Bid12:48:38 PM Ask12:48:38 PM Underlying Strike price Expiration date Option type
0.730EUR -5.19% 0.730
Bid Size: 35,000		 0.750
Ask Size: 35,000		 SAP SE O.N. 175.00 - 6/21/2024 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: 6/21/2024
Issue date: 4/13/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.27
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.54
Implied volatility: 0.25
Historic volatility: 0.20
Parity: 0.54
Time value: 0.27
Break-even: 183.10
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.25
Spread abs.: 0.04
Spread %: 5.19%
Delta: 0.71
Theta: -0.10
Omega: 15.72
Rho: 0.08
 

Quote data

Open: 0.760
High: 0.860
Low: 0.730
Previous Close: 0.770
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.19%
1 Month  
+52.08%
3 Months     0.00%
YTD  
+913.89%
1 Year  
+812.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.730
1M High / 1M Low: 0.780 0.260
6M High / 6M Low: 1.190 0.030
High (YTD): 3/26/2024 1.190
Low (YTD): 1/9/2024 0.030
52W High: 3/26/2024 1.190
52W Low: 7/20/2023 0.017
Avg. price 1W:   0.760
Avg. volume 1W:   0.000
Avg. price 1M:   0.526
Avg. volume 1M:   0.000
Avg. price 6M:   0.462
Avg. volume 6M:   0.000
Avg. price 1Y:   0.257
Avg. volume 1Y:   0.000
Volatility 1M:   240.55%
Volatility 6M:   330.87%
Volatility 1Y:   388.14%
Volatility 3Y:   -