DZ Bank Call 176 SAP 21.06.2024
/ DE000DJ2B787
DZ Bank Call 176 SAP 21.06.2024/ DE000DJ2B787 /
| 2024-05-30 8:09:04 AM |
Chg.-0.250 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-51.02% |
0.110
Bid Size: 3,500 |
-
Ask Size: - |
SAP SE O.N. |
176.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ2B78 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
176.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
36.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
-0.02 |
| Time value: |
0.48 |
| Break-even: |
180.80 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.04 |
| Spread %: |
9.09% |
| Delta: |
0.52 |
| Theta: |
-0.12 |
| Omega: |
19.08 |
| Rho: |
0.05 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-66.20% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-60.66% |
| YTD |
|
|
+380.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.490 |
| 1M High / 1M Low: |
0.710 |
0.230 |
| 6M High / 6M Low: |
1.180 |
0.020 |
| High (YTD): |
2024-03-27 |
1.180 |
| Low (YTD): |
2024-01-05 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.470 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.433 |
| Avg. volume 6M: |
|
120.968 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.25% |
| Volatility 6M: |
|
360.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
