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DZ Bank Call 175 SAP 21.06.2024/  DE000DJ03LH6  /

Frankfurt Zert./DZB
5/31/2024  9:34:51 PM Chg.-0.020 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.110EUR -15.38% 0.150
Bid Size: 3,500		 0.190
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: 99.16
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.21
Parity: -0.64
Time value: 0.17
Break-even: 176.70
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 1.27
Spread abs.: 0.04
Spread %: 30.77%
Delta: 0.28
Theta: -0.08
Omega: 28.19
Rho: 0.03
 

Quote data

Open: 0.140
High: 0.150
Low: 0.110
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -85.33%
1 Month
  -64.52%
3 Months
  -86.08%
YTD  
+52.78%
1 Year  
+37.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.130
1M High / 1M Low: 0.780 0.130
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:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.516
Avg. volume 1M:   0.000
Avg. price 6M:   0.466
Avg. volume 6M:   0.000
Avg. price 1Y:   0.260
Avg. volume 1Y:   0.000
Volatility 1M:   362.25%
Volatility 6M:   347.52%
Volatility 1Y:   396.06%
Volatility 3Y:   -