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DZ Bank Call 175 SAP 21.06.2024/  DE000DJ03LH6  /

EUWAX
2024-05-14  8:09:55 AM Chg.0.000 Bid6:16:05 PM Ask6:16:05 PM Underlying Strike price Expiration date Option type
0.470EUR 0.00% 0.390
Bid Size: 8,750		 0.430
Ask Size: 8,750		 SAP SE O.N. 175.00 - 2024-06-21 Call
 

Master data

WKN: DJ03LH
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 175.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 34.64
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.17
Implied volatility: 0.17
Historic volatility: 0.21
Parity: 0.17
Time value: 0.34
Break-even: 180.10
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.20
Spread abs.: 0.04
Spread %: 8.51%
Delta: 0.61
Theta: -0.06
Omega: 21.11
Rho: 0.11
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.88%
1 Month
  -25.40%
3 Months  
+20.51%
YTD  
+840.00%
1 Year  
+370.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.320
1M High / 1M Low: 0.640 0.260
6M High / 6M Low: 1.250 0.030
High (YTD): 2024-03-27 1.250
Low (YTD): 2024-01-09 0.030
52W High: 2024-03-27 1.250
52W Low: 2023-07-04 0.018
Avg. price 1W:   0.440
Avg. volume 1W:   0.000
Avg. price 1M:   0.439
Avg. volume 1M:   0.000
Avg. price 6M:   0.415
Avg. volume 6M:   0.000
Avg. price 1Y:   0.234
Avg. volume 1Y:   0.000
Volatility 1M:   324.97%
Volatility 6M:   364.42%
Volatility 1Y:   365.15%
Volatility 3Y:   -