OverviewChartNewsTraderScreen

DZ Bank Call 175 SAP 21.06.2024/  DE000DJ03LH6  /

EUWAX
04/06/2024  08:10:38 Chg.-0.010 Bid10:34:43 Ask10:34:43 Underlying Strike price Expiration date Option type
0.140EUR -6.67% 0.150
Bid Size: 35,000		 0.170
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: 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: 0.140
Low: 0.140
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -81.58%
1 Month
  -46.15%
3 Months
  -82.05%
YTD  
+180.00%
1 Year  
+55.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.140
1M High / 1M Low: 0.780 0.140
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:   0.374
Avg. volume 1W:   0.000
Avg. price 1M:   0.505
Avg. volume 1M:   0.000
Avg. price 6M:   0.464
Avg. volume 6M:   0.000
Avg. price 1Y:   0.261
Avg. volume 1Y:   0.000
Volatility 1M:   349.30%
Volatility 6M:   380.75%
Volatility 1Y:   374.66%
Volatility 3Y:   -