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DZ Bank Call 175 SAP 20.12.2024/  DE000DJ03LK0  /

Frankfurt Zert./DZB
2024-05-14  7:04:37 PM Chg.-0.080 Bid2024-05-14 Ask2024-05-14 Underlying Strike price Expiration date Option type
1.310EUR -5.76% 1.310
Bid Size: 8,750		 1.350
Ask Size: 8,750		 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: 12.36
Leverage: Yes

Calculated values

Fair value: 1.41
Intrinsic value: 0.17
Implied volatility: 0.21
Historic volatility: 0.21
Parity: 0.17
Time value: 1.26
Break-even: 189.30
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 2.88%
Delta: 0.61
Theta: -0.03
Omega: 7.56
Rho: 0.57
 

Quote data

Open: 1.400
High: 1.400
Low: 1.290
Previous Close: 1.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.55%
1 Month  
+10.08%
3 Months  
+24.76%
YTD  
+445.83%
1 Year  
+424.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.480 1.290
1M High / 1M Low: 1.480 1.000
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:   1.398
Avg. volume 1W:   0.000
Avg. price 1M:   1.253
Avg. volume 1M:   30
Avg. price 6M:   0.918
Avg. volume 6M:   9.677
Avg. price 1Y:   0.544
Avg. volume 1Y:   4.706
Volatility 1M:   152.71%
Volatility 6M:   183.72%
Volatility 1Y:   172.24%
Volatility 3Y:   -