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DZ Bank Call 175 SAP 21.06.2024/  DE000DJ03LH6  /

EUWAX
2024-05-15  8:10:02 AM Chg.-0.040 Bid5:14:03 PM Ask5:14:03 PM Underlying Strike price Expiration date Option type
0.430EUR -8.51% 0.460
Bid Size: 35,000		 0.480
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: 36.39
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.21
Parity: -0.03
Time value: 0.48
Break-even: 179.80
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.33
Spread abs.: 0.04
Spread %: 9.09%
Delta: 0.53
Theta: -0.07
Omega: 19.12
Rho: 0.09
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.50%
1 Month
  -20.37%
3 Months
  -17.31%
YTD  
+760.00%
1 Year  
+330.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.400
1M High / 1M Low: 0.640 0.260
6M High / 6M Low: 1.250 0.030
High (YTD): 2024-03-27 1.250
Low (YTD): 2024-01-09 0.030
52W High: 2024-03-27 1.250
52W Low: 2023-07-04 0.018
Avg. price 1W:   0.470
Avg. volume 1W:   0.000
Avg. price 1M:   0.440
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:   316.72%
Volatility 6M:   364.42%
Volatility 1Y:   364.46%
Volatility 3Y:   -