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DZ Bank Put 110 SAP 21.03.2025/  DE000DJ07049  /

Frankfurt Zert./DZB
2024-05-28  9:04:39 PM Chg.+0.010 Bid2024-05-28 Ask2024-05-28 Underlying Strike price Expiration date Option type
0.110EUR +10.00% 0.110
Bid Size: 8,750		 0.170
Ask Size: 8,750		 SAP SE O.N. 110.00 - 2025-03-21 Put
 

Master data

WKN: DJ0704
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Put
Strike price: 110.00 -
Maturity: 2025-03-21
Issue date: 2023-04-20
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -112.76
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.20
Parity: -7.04
Time value: 0.16
Break-even: 108.40
Moneyness: 0.61
Premium: 0.40
Premium p.a.: 0.51
Spread abs.: 0.06
Spread %: 60.00%
Delta: -0.05
Theta: -0.01
Omega: -5.73
Rho: -0.09
 

Quote data

Open: 0.100
High: 0.120
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -26.67%
YTD
  -70.27%
1 Year
  -87.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.100
1M High / 1M Low: 0.130 0.100
6M High / 6M Low: 0.410 0.100
High (YTD): 2024-01-04 0.410
Low (YTD): 2024-05-27 0.100
52W High: 2023-06-01 0.920
52W Low: 2024-05-27 0.100
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   0.198
Avg. volume 6M:   0.000
Avg. price 1Y:   0.448
Avg. volume 1Y:   0.000
Volatility 1M:   100.21%
Volatility 6M:   105.63%
Volatility 1Y:   99.31%
Volatility 3Y:   -