DZ Bank Put 120 SAP 20.12.2024
/ DE000DJ070W4
DZ Bank Put 120 SAP 20.12.2024/ DE000DJ070W4 /
2024-05-29 9:34:57 PM |
Chg.0.000 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
0.00% |
0.090 Bid Size: 3,500 |
0.150 Ask Size: 3,500 |
SAP SE O.N. |
120.00 - |
2024-12-20 |
Put |
Master data
WKN: |
DJ070W |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SAP SE O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-04-20 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-118.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.21 |
Parity: |
-5.72 |
Time value: |
0.15 |
Break-even: |
118.50 |
Moneyness: |
0.68 |
Premium: |
0.33 |
Premium p.a.: |
0.66 |
Spread abs.: |
0.06 |
Spread %: |
66.67% |
Delta: |
-0.06 |
Theta: |
-0.01 |
Omega: |
-7.08 |
Rho: |
-0.07 |
Quote data
Open: |
0.090 |
High: |
0.110 |
Low: |
0.090 |
Previous Close: |
0.090 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+12.50% |
1 Month |
|
|
-25.00% |
3 Months |
|
|
-30.77% |
YTD |
|
|
-80.00% |
1 Year |
|
|
-91.96% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.080 |
1M High / 1M Low: |
0.120 |
0.080 |
6M High / 6M Low: |
0.500 |
0.080 |
High (YTD): |
2024-01-04 |
0.500 |
Low (YTD): |
2024-05-27 |
0.080 |
52W High: |
2023-06-01 |
1.130 |
52W Low: |
2024-05-27 |
0.080 |
Avg. price 1W: |
|
0.086 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.092 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.207 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.548 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
129.92% |
Volatility 6M: |
|
125.47% |
Volatility 1Y: |
|
113.91% |
Volatility 3Y: |
|
- |