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DZ Bank Call 75 SAP 21.06.2024/  DE000DW3UL35  /

Frankfurt Zert./DZB
2024-06-14  9:34:56 PM Chg.-0.330 Bid9:59:12 PM Ask9:59:12 PM Underlying Strike price Expiration date Option type
10.040EUR -3.18% 10.050
Bid Size: 3,500		 10.110
Ask Size: 3,500		 SAP SE O.N. 75.00 - 2024-06-21 Call
 

Master data

WKN: DW3UL3
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2024-06-21
Issue date: 2022-07-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.73
Leverage: Yes

Calculated values

Fair value: 9.98
Intrinsic value: 9.98
Implied volatility: 4.06
Historic volatility: 0.22
Parity: 9.98
Time value: 0.13
Break-even: 176.10
Moneyness: 2.33
Premium: 0.01
Premium p.a.: 0.58
Spread abs.: 0.06
Spread %: 0.60%
Delta: 0.97
Theta: -0.52
Omega: 1.68
Rho: 0.01
 

Quote data

Open: 10.430
High: 10.500
Low: 9.990
Previous Close: 10.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.05%
1 Month
  -1.08%
3 Months  
+2.03%
YTD  
+53.28%
1 Year  
+86.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.630 10.040
1M High / 1M Low: 10.630 9.140
6M High / 6M Low: 10.720 6.190
High (YTD): 2024-03-26 10.720
Low (YTD): 2024-01-04 6.190
52W High: 2024-03-26 10.720
52W Low: 2023-07-26 4.710
Avg. price 1W:   10.256
Avg. volume 1W:   0.000
Avg. price 1M:   10.104
Avg. volume 1M:   0.000
Avg. price 6M:   9.181
Avg. volume 6M:   0.000
Avg. price 1Y:   7.326
Avg. volume 1Y:   2.353
Volatility 1M:   48.64%
Volatility 6M:   42.27%
Volatility 1Y:   44.69%
Volatility 3Y:   -