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DZ Bank Put 120 SAP 20.09.2024/  DE000DJ070V6  /

Frankfurt Zert./DZB
2024-06-07  9:34:56 PM Chg.-0.001 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.026EUR -3.70% 0.026
Bid Size: 3,500		 0.086
Ask Size: 3,500		 SAP SE O.N. 120.00 - 2024-09-20 Put
 

Master data

WKN: DJ070V
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2024-09-20
Issue date: 2023-04-20
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -206.23
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.21
Parity: -5.74
Time value: 0.09
Break-even: 119.14
Moneyness: 0.68
Premium: 0.33
Premium p.a.: 1.71
Spread abs.: 0.06
Spread %: 230.77%
Delta: -0.04
Theta: -0.02
Omega: -8.84
Rho: -0.02
 

Quote data

Open: 0.027
High: 0.044
Low: 0.026
Previous Close: 0.027
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -48.00%
1 Month
  -18.75%
3 Months
  -67.50%
YTD
  -92.12%
1 Year
  -97.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.038 0.026
1M High / 1M Low: 0.050 0.026
6M High / 6M Low: 0.380 0.026
High (YTD): 2024-01-04 0.380
Low (YTD): 2024-06-07 0.026
52W High: 2023-07-26 1.040
52W Low: 2024-06-07 0.026
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.114
Avg. volume 6M:   0.000
Avg. price 1Y:   0.440
Avg. volume 1Y:   0.000
Volatility 1M:   199.63%
Volatility 6M:   188.57%
Volatility 1Y:   155.23%
Volatility 3Y:   -