DZ Bank Call 105 SY1 21.06.2024
/ DE000DJ3QPL0
DZ Bank Call 105 SY1 21.06.2024/ DE000DJ3QPL0 /
| 2024-06-05 8:04:57 PM |
Chg.-0.020 |
Bid8:22:24 PM |
Ask8:22:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-3.03% |
0.640
Bid Size: 12,000 |
0.650
Ask Size: 12,000 |
SYMRISE AG INH. O.N. |
105.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3QPL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
0.57 |
| Time value: |
0.11 |
| Break-even: |
111.80 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
1.49% |
| Delta: |
0.79 |
| Theta: |
-0.08 |
| Omega: |
12.91 |
| Rho: |
0.04 |
Quote data
| Open: |
0.670 |
| High: |
0.800 |
| Low: |
0.600 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.84% |
| 1 Month |
|
|
+357.14% |
| 3 Months |
|
|
+166.67% |
| YTD |
|
|
+42.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.430 |
| 1M High / 1M Low: |
0.660 |
0.090 |
| 6M High / 6M Low: |
0.960 |
0.090 |
| High (YTD): |
2024-03-25 |
0.960 |
| Low (YTD): |
2024-05-16 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.280 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.409 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
398.42% |
| Volatility 6M: |
|
266.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
