DZ Bank Call 45 SMHN 21.06.2024
/ DE000DJ897V2
DZ Bank Call 45 SMHN 21.06.2024/ DE000DJ897V2 /
| 2024-05-08 8:12:12 AM |
Chg.+0.030 |
Bid9:18:21 AM |
Ask9:18:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+6.25% |
0.510
Bid Size: 100,000 |
0.560
Ask Size: 100,000 |
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: |
8.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.55 |
| Parity: |
0.33 |
| Time value: |
0.25 |
| Break-even: |
50.80 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.10 |
| Spread %: |
20.83% |
| Delta: |
0.68 |
| Theta: |
-0.04 |
| Omega: |
5.67 |
| Rho: |
0.03 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
+537.50% |
| 3 Months |
|
|
+736.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.270 |
| 1M High / 1M Low: |
0.500 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.383 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.267 |
| Avg. volume 1M: |
|
2,380.952 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
518.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
