DZ Bank Call 105 SY1 20.12.2024
/ DE000DJ4BPG0
DZ Bank Call 105 SY1 20.12.2024/ DE000DJ4BPG0 /
| 2024-05-31 9:35:11 PM |
Chg.+0.010 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
+0.87% |
1.180
Bid Size: 6,000 |
1.190
Ask Size: 6,000 |
SYMRISE AG INH. O.N. |
105.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4BPG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
0.43 |
| Time value: |
0.73 |
| Break-even: |
116.60 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.87% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
6.24 |
| Rho: |
0.34 |
Quote data
| Open: |
1.150 |
| High: |
1.180 |
| Low: |
1.110 |
| Previous Close: |
1.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.88% |
| 1 Month |
|
|
+84.13% |
| 3 Months |
|
|
+114.81% |
| YTD |
|
|
+41.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
0.860 |
| 1M High / 1M Low: |
1.150 |
0.610 |
| 6M High / 6M Low: |
1.430 |
0.470 |
| High (YTD): |
2024-03-25 |
1.430 |
| Low (YTD): |
2024-01-23 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.980 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.775 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.847 |
| Avg. volume 6M: |
|
8 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.27% |
| Volatility 6M: |
|
134.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
