DZ Bank Call 220 SND 21.06.2024
/ DE000DJ6RCW6
DZ Bank Call 220 SND 21.06.2024/ DE000DJ6RCW6 /
2024-05-23 9:05:55 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.54EUR |
- |
- Bid Size: - |
- Ask Size: - |
SCHNEIDER ELEC. INH.... |
220.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DJ6RCW |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-11-17 |
Last trading day: |
2024-05-24 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
13.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.79 |
Intrinsic value: |
0.69 |
Implied volatility: |
0.83 |
Historic volatility: |
0.21 |
Parity: |
0.69 |
Time value: |
0.99 |
Break-even: |
236.70 |
Moneyness: |
1.03 |
Premium: |
0.04 |
Premium p.a.: |
3.10 |
Spread abs.: |
0.19 |
Spread %: |
12.84% |
Delta: |
0.61 |
Theta: |
-0.58 |
Omega: |
8.35 |
Rho: |
0.04 |
Quote data
Open: |
1.54 |
High: |
1.54 |
Low: |
1.54 |
Previous Close: |
1.48 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+21.26% |
3 Months |
|
|
+165.52% |
YTD |
|
|
+862.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.86 |
1.08 |
6M High / 6M Low: |
1.86 |
0.03 |
High (YTD): |
2024-05-16 |
1.86 |
Low (YTD): |
2024-01-17 |
0.03 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.44 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.45 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
282.33% |
Volatility 6M: |
|
331.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |