DZ Bank Put 84 SAP 21.03.2025/  DE000DJ07015  /

EUWAX
2024-06-07  8:13:33 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.050EUR 0.00% -
Bid Size: -
-
Ask Size: -
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: -161.24
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.21
Parity: -9.34
Time value: 0.11
Break-even: 82.90
Moneyness: 0.47
Premium: 0.53
Premium p.a.: 0.72
Spread abs.: 0.06
Spread %: 120.00%
Delta: -0.03
Theta: -0.01
Omega: -4.67
Rho: -0.05
 

Quote data

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

Performance

1 Week
  -28.57%
1 Month     0.00%
3 Months
  -37.50%
YTD
  -50.00%
1 Year
  -83.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.050
1M High / 1M Low: 0.070 0.037
6M High / 6M Low: 0.140 0.037
High (YTD): 2024-01-04 0.120
Low (YTD): 2024-05-13 0.037
52W High: 2023-06-27 0.310
52W Low: 2024-05-13 0.037
Avg. price 1W:   0.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   0.075
Avg. volume 6M:   0.000
Avg. price 1Y:   0.157
Avg. volume 1Y:   0.000
Volatility 1M:   282.13%
Volatility 6M:   231.93%
Volatility 1Y:   176.75%
Volatility 3Y:   -