DZ Bank Call 45 SMHN 21.06.2024
/ DE000DJ897V2
DZ Bank Call 45 SMHN 21.06.2024/ DE000DJ897V2 /
| 2024-05-29 8:11:52 AM |
Chg.-0.10 |
Bid4:39:59 PM |
Ask4:39:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-8.85% |
1.01
Bid Size: 100,000 |
-
Ask Size: - |
SUESS MICROTEC SE NA... |
45.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ897V |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SUESS MICROTEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.54 |
| Parity: |
1.05 |
| Time value: |
0.08 |
| Break-even: |
56.30 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.32 |
| Spread %: |
39.51% |
| Delta: |
0.88 |
| Theta: |
-0.05 |
| Omega: |
4.33 |
| Rho: |
0.02 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.43% |
| 1 Month |
|
|
+106.00% |
| 3 Months |
|
|
+329.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.08 |
| 1M High / 1M Low: |
1.42 |
0.27 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
372.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
