DZ Bank Put 120 SAP 20.09.2024
/ DE000DJ070V6
DZ Bank Put 120 SAP 20.09.2024/ DE000DJ070V6 /
2024-06-04 9:34:34 PM |
Chg.0.000 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.038EUR |
0.00% |
0.037 Bid Size: 3,500 |
0.097 Ask Size: 3,500 |
SAP SE O.N. |
120.00 - |
2024-09-20 |
Put |
Master data
WKN: |
DJ070V |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SAP SE O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-04-20 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-171.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.21 |
Parity: |
-4.83 |
Time value: |
0.10 |
Break-even: |
119.02 |
Moneyness: |
0.71 |
Premium: |
0.29 |
Premium p.a.: |
1.38 |
Spread abs.: |
0.06 |
Spread %: |
157.89% |
Delta: |
-0.05 |
Theta: |
-0.02 |
Omega: |
-9.23 |
Rho: |
-0.03 |
Quote data
Open: |
0.038 |
High: |
0.055 |
Low: |
0.038 |
Previous Close: |
0.038 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+22.58% |
1 Month |
|
|
-24.00% |
3 Months |
|
|
-45.71% |
YTD |
|
|
-88.48% |
1 Year |
|
|
-95.96% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.050 |
0.031 |
1M High / 1M Low: |
0.050 |
0.027 |
6M High / 6M Low: |
0.380 |
0.027 |
High (YTD): |
2024-01-04 |
0.380 |
Low (YTD): |
2024-05-17 |
0.027 |
52W High: |
2023-07-26 |
1.040 |
52W Low: |
2024-05-17 |
0.027 |
Avg. price 1W: |
|
0.038 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.032 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.121 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.453 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
200.75% |
Volatility 6M: |
|
186.24% |
Volatility 1Y: |
|
154.12% |
Volatility 3Y: |
|
- |