DZ Bank Call 140 SIE 20.09.2024
/ DE000DJ23FY1
DZ Bank Call 140 SIE 20.09.2024/ DE000DJ23FY1 /
| 2024-04-26 9:35:02 PM |
Chg.+0.040 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.340EUR |
+3.08% |
1.340
Bid Size: 3,500 |
1.370
Ask Size: 3,500 |
SIEMENS AG NA O.N. |
140.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23FY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.01 |
| Intrinsic value: |
3.76 |
| Implied volatility: |
- |
| Historic volatility: |
0.22 |
| Parity: |
3.76 |
| Time value: |
-2.39 |
| Break-even: |
153.70 |
| Moneyness: |
1.27 |
| Premium: |
-0.13 |
| Premium p.a.: |
-0.30 |
| Spread abs.: |
0.03 |
| Spread %: |
2.24% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.310 |
| High: |
1.350 |
| Low: |
1.310 |
| Previous Close: |
1.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.51% |
| 1 Month |
|
|
+0.75% |
| 3 Months |
|
|
+19.64% |
| YTD |
|
|
+15.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
1.300 |
| 1M High / 1M Low: |
1.340 |
1.260 |
| 6M High / 6M Low: |
1.360 |
0.350 |
| High (YTD): |
2024-03-15 |
1.360 |
| Low (YTD): |
2024-01-17 |
0.980 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.298 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.078 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
25.62% |
| Volatility 6M: |
|
60.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
