DZ Bank Put 84 SAP 21.03.2025/  DE000DJ07015  /

Frankfurt Zert./DZB
2024-05-29  9:34:56 PM Chg.0.000 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.050EUR 0.00% 0.050
Bid Size: 3,500
0.110
Ask Size: 3,500
SAP SE O.N. 84.00 - 2025-03-21 Put
 

Master data

WKN: DJ0701
Issuer: DZ Bank AG
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Put
Strike price: 84.00 -
Maturity: 2025-03-21
Issue date: 2023-04-20
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -161.11
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.21
Parity: -9.32
Time value: 0.11
Break-even: 82.90
Moneyness: 0.47
Premium: 0.53
Premium p.a.: 0.69
Spread abs.: 0.06
Spread %: 120.00%
Delta: -0.03
Theta: -0.01
Omega: -4.66
Rho: -0.05
 

Quote data

Open: 0.050
High: 0.066
Low: 0.050
Previous Close: 0.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -37.50%
YTD
  -61.54%
1 Year
  -85.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.050
1M High / 1M Low: 0.060 0.039
6M High / 6M Low: 0.140 0.039
High (YTD): 2024-01-04 0.120
Low (YTD): 2024-05-10 0.039
52W High: 2023-06-01 0.370
52W Low: 2024-05-10 0.039
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.051
Avg. volume 1M:   0.000
Avg. price 6M:   0.078
Avg. volume 6M:   0.000
Avg. price 1Y:   0.165
Avg. volume 1Y:   0.000
Volatility 1M:   156.43%
Volatility 6M:   158.45%
Volatility 1Y:   131.31%
Volatility 3Y:   -