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DZ Bank Call 175 SAP 21.06.2024/  DE000DJ03LH6  /

Frankfurt Zert./DZB
6/4/2024  9:34:46 PM Chg.+0.010 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.160EUR +6.67% 0.160
Bid Size: 3,500		 0.200
Ask Size: 3,500		 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: 88.56
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.21
Parity: -0.67
Time value: 0.19
Break-even: 176.90
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 1.93
Spread abs.: 0.04
Spread %: 26.67%
Delta: 0.29
Theta: -0.11
Omega: 25.69
Rho: 0.02
 

Quote data

Open: 0.140
High: 0.190
Low: 0.140
Previous Close: 0.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -71.43%
1 Month
  -48.39%
3 Months
  -82.80%
YTD  
+122.22%
1 Year  
+77.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.110
1M High / 1M Low: 0.780 0.110
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:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.511
Avg. volume 1M:   0.000
Avg. price 6M:   0.466
Avg. volume 6M:   0.000
Avg. price 1Y:   0.261
Avg. volume 1Y:   0.000
Volatility 1M:   395.37%
Volatility 6M:   351.51%
Volatility 1Y:   398.21%
Volatility 3Y:   -