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DZ Bank Call 170 SAP 20.12.2024/  DE000DJ0S884  /

Frankfurt Zert./DZB
2024-05-29  9:34:57 PM Chg.-0.070 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
1.770EUR -3.80% 1.770
Bid Size: 3,500		 1.810
Ask Size: 3,500		 SAP SE O.N. 170.00 - 2024-12-20 Call
 

Master data

WKN: DJ0S88
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.38
Leverage: Yes

Calculated values

Fair value: 1.68
Intrinsic value: 0.72
Implied volatility: 0.25
Historic volatility: 0.21
Parity: 0.72
Time value: 1.17
Break-even: 188.90
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 2.16%
Delta: 0.67
Theta: -0.04
Omega: 6.25
Rho: 0.56
 

Quote data

Open: 1.820
High: 1.940
Low: 1.710
Previous Close: 1.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.66%
1 Month  
+29.20%
3 Months  
+3.51%
YTD  
+490.00%
1 Year  
+608.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.050 1.770
1M High / 1M Low: 2.050 1.290
6M High / 6M Low: 2.240 0.240
High (YTD): 2024-03-26 2.240
Low (YTD): 2024-01-04 0.240
52W High: 2024-03-26 2.240
52W Low: 2023-07-20 0.150
Avg. price 1W:   1.950
Avg. volume 1W:   0.000
Avg. price 1M:   1.739
Avg. volume 1M:   0.000
Avg. price 6M:   1.252
Avg. volume 6M:   0.000
Avg. price 1Y:   0.731
Avg. volume 1Y:   0.000
Volatility 1M:   89.55%
Volatility 6M:   166.15%
Volatility 1Y:   160.38%
Volatility 3Y:   -