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DZ Bank Call 175 SAP 20.12.2024/  DE000DJ03LK0  /

Frankfurt Zert./DZB
2024-05-28  9:35:01 PM Chg.-0.180 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
1.550EUR -10.40% 1.560
Bid Size: 3,500		 1.600
Ask Size: 3,500		 SAP SE O.N. 175.00 - 2024-12-20 Call
 

Master data

WKN: DJ03LK
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 175.00 -
Maturity: 2024-12-20
Issue date: 2023-04-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.19
Leverage: Yes

Calculated values

Fair value: 1.59
Intrinsic value: 0.54
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 0.54
Time value: 1.23
Break-even: 192.70
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 2.31%
Delta: 0.65
Theta: -0.04
Omega: 6.60
Rho: 0.56
 

Quote data

Open: 1.730
High: 1.810
Low: 1.520
Previous Close: 1.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.40%
1 Month  
+14.81%
3 Months  
+13.14%
YTD  
+545.83%
1 Year  
+604.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.730 1.700
1M High / 1M Low: 1.730 1.060
6M High / 6M Low: 1.930 0.180
High (YTD): 2024-03-26 1.930
Low (YTD): 2024-01-04 0.180
52W High: 2024-03-26 1.930
52W Low: 2023-07-20 0.120
Avg. price 1W:   1.722
Avg. volume 1W:   0.000
Avg. price 1M:   1.433
Avg. volume 1M:   0.000
Avg. price 6M:   1.024
Avg. volume 6M:   9.677
Avg. price 1Y:   0.597
Avg. volume 1Y:   4.706
Volatility 1M:   88.29%
Volatility 6M:   179.61%
Volatility 1Y:   171.35%
Volatility 3Y:   -