OverviewChartNewsTraderScreen

DZ Bank Call 170 SAP 20.12.2024/  DE000DJ0S884  /

Frankfurt Zert./DZB
2024-05-28  9:35:08 PM Chg.-0.210 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
1.840EUR -10.24% 1.850
Bid Size: 3,500		 1.890
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: 8.59
Leverage: Yes

Calculated values

Fair value: 1.91
Intrinsic value: 1.04
Implied volatility: 0.25
Historic volatility: 0.20
Parity: 1.04
Time value: 1.06
Break-even: 191.00
Moneyness: 1.06
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 1.94%
Delta: 0.70
Theta: -0.04
Omega: 6.03
Rho: 0.60
 

Quote data

Open: 2.050
High: 2.140
Low: 1.810
Previous Close: 2.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.80%
1 Month  
+13.58%
3 Months  
+13.58%
YTD  
+513.33%
1 Year  
+607.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.050 2.020
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:   2.040
Avg. volume 1W:   0.000
Avg. price 1M:   1.718
Avg. volume 1M:   0.000
Avg. price 6M:   1.230
Avg. volume 6M:   0.000
Avg. price 1Y:   0.721
Avg. volume 1Y:   0.000
Volatility 1M:   81.99%
Volatility 6M:   166.47%
Volatility 1Y:   160.21%
Volatility 3Y:   -