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DZ Bank Put 130 SAP 20.09.2024/  DE000DJ1U425  /

Frankfurt Zert./DZB
31/05/2024  21:35:19 Chg.0.000 Bid21:58:03 Ask21:58:03 Underlying Strike price Expiration date Option type
0.070EUR 0.00% 0.070
Bid Size: 3,500		 0.130
Ask Size: 3,500		 SAP SE O.N. 130.00 - 20/09/2024 Put
 

Master data

WKN: DJ1U42
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Put
Strike price: 130.00 -
Maturity: 20/09/2024
Issue date: 23/05/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -129.68
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.21
Parity: -3.86
Time value: 0.13
Break-even: 128.70
Moneyness: 0.77
Premium: 0.24
Premium p.a.: 1.00
Spread abs.: 0.06
Spread %: 85.71%
Delta: -0.08
Theta: -0.02
Omega: -9.97
Rho: -0.04
 

Quote data

Open: 0.060
High: 0.090
Low: 0.060
Previous Close: 0.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+75.00%
1 Month
  -12.50%
3 Months
  -30.00%
YTD
  -87.72%
1 Year
  -95.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.040
1M High / 1M Low: 0.080 0.040
6M High / 6M Low: 0.670 0.040
High (YTD): 04/01/2024 0.670
Low (YTD): 27/05/2024 0.040
52W High: 26/07/2023 1.560
52W Low: 27/05/2024 0.040
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.210
Avg. volume 6M:   0.000
Avg. price 1Y:   0.717
Avg. volume 1Y:   0.000
Volatility 1M:   226.14%
Volatility 6M:   198.12%
Volatility 1Y:   158.72%
Volatility 3Y:   -