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DZ Bank Put 130 SAP 20.09.2024/  DE000DJ1U425  /

EUWAX
2024-05-31  12:20:49 PM Chg.+0.030 Bid5:35:08 PM Ask5:35:08 PM Underlying Strike price Expiration date Option type
0.080EUR +60.00% 0.070
Bid Size: 8,750		 0.130
Ask Size: 8,750		 SAP SE O.N. 130.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-05-23
Last trading day: 2024-09-19
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: 0.070
High: 0.080
Low: 0.070
Previous Close: 0.050
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month  
+14.29%
3 Months
  -33.33%
YTD
  -85.45%
1 Year
  -94.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.040
1M High / 1M Low: 0.080 0.039
6M High / 6M Low: 0.660 0.039
High (YTD): 2024-01-04 0.660
Low (YTD): 2024-05-20 0.039
52W High: 2023-07-26 1.550
52W Low: 2024-05-20 0.039
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.212
Avg. volume 6M:   0.000
Avg. price 1Y:   0.719
Avg. volume 1Y:   0.000
Volatility 1M:   305.09%
Volatility 6M:   226.04%
Volatility 1Y:   173.19%
Volatility 3Y:   -