DZ Bank Call 35 SMHN 21.06.2024
/ DE000DJ80PT0
DZ Bank Call 35 SMHN 21.06.2024/ DE000DJ80PT0 /
| 2024-05-08 8:03:20 AM |
Chg.-0.01 |
Bid1:02:20 PM |
Ask1:02:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
-0.78% |
1.23
Bid Size: 100,000 |
1.33
Ask Size: 100,000 |
SUESS MICROTEC SE NA... |
35.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ80PT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SUESS MICROTEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.55 |
| Parity: |
1.33 |
| Time value: |
0.11 |
| Break-even: |
49.40 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.20 |
| Spread %: |
16.13% |
| Delta: |
0.89 |
| Theta: |
-0.04 |
| Omega: |
2.98 |
| Rho: |
0.03 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.51% |
| 1 Month |
|
|
+195.35% |
| 3 Months |
|
|
+388.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
0.92 |
| 1M High / 1M Low: |
1.28 |
0.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
