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DZ Bank Call 175 SAP 21.06.2024/  DE000DJ03LH6  /

EUWAX
30/05/2024  08:09:17 Chg.-0.260 Bid11:01:46 Ask11:01:46 Underlying Strike price Expiration date Option type
0.280EUR -48.15% 0.260
Bid Size: 35,000		 0.280
Ask Size: 35,000		 SAP SE O.N. 175.00 - 21/06/2024 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: 21/06/2024
Issue date: 13/04/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 33.17
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.08
Implied volatility: 0.27
Historic volatility: 0.21
Parity: 0.08
Time value: 0.45
Break-even: 180.30
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.52
Spread abs.: 0.04
Spread %: 8.16%
Delta: 0.55
Theta: -0.11
Omega: 18.40
Rho: 0.06
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -64.10%
1 Month
  -20.00%
3 Months
  -56.92%
YTD  
+460.00%
1 Year  
+250.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.540
1M High / 1M Low: 0.780 0.260
6M High / 6M Low: 1.250 0.030
High (YTD): 27/03/2024 1.250
Low (YTD): 09/01/2024 0.030
52W High: 27/03/2024 1.250
52W Low: 04/07/2023 0.018
Avg. price 1W:   0.708
Avg. volume 1W:   0.000
Avg. price 1M:   0.521
Avg. volume 1M:   0.000
Avg. price 6M:   0.466
Avg. volume 6M:   0.000
Avg. price 1Y:   0.259
Avg. volume 1Y:   0.000
Volatility 1M:   245.36%
Volatility 6M:   368.20%
Volatility 1Y:   367.05%
Volatility 3Y:   -