DZ Bank Call 110 SY1 20.12.2024
/ DE000DJ4BPH8
DZ Bank Call 110 SY1 20.12.2024/ DE000DJ4BPH8 /
| 2024-05-31 9:34:49 PM |
Chg.+0.010 |
Bid9:58:35 PM |
Ask9:58:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+1.18% |
0.880
Bid Size: 6,000 |
0.890
Ask Size: 6,000 |
SYMRISE AG INH. O.N. |
110.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4BPH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
-0.07 |
| Time value: |
0.86 |
| Break-even: |
118.60 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.18% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
7.22 |
| Rho: |
0.30 |
Quote data
| Open: |
0.850 |
| High: |
0.870 |
| Low: |
0.820 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.98% |
| 1 Month |
|
|
+95.45% |
| 3 Months |
|
|
+115.00% |
| YTD |
|
|
+36.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.610 |
| 1M High / 1M Low: |
0.850 |
0.420 |
| 6M High / 6M Low: |
1.130 |
0.340 |
| High (YTD): |
2024-03-25 |
1.130 |
| Low (YTD): |
2024-01-23 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.548 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.636 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.22% |
| Volatility 6M: |
|
146.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
