DZ Bank Call 190 SND 20.12.2024
/ DE000DJ7ETB0
DZ Bank Call 190 SND 20.12.2024/ DE000DJ7ETB0 /
| 2024-06-03 9:09:00 AM |
Chg.+0.27 |
Bid7:10:55 PM |
Ask7:10:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.81EUR |
+5.95% |
4.35
Bid Size: 10,000 |
4.43
Ask Size: 10,000 |
SCHNEIDER ELEC. INH.... |
190.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ7ETB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.28 |
| Intrinsic value: |
3.75 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
3.75 |
| Time value: |
1.00 |
| Break-even: |
237.40 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.08 |
| Spread %: |
1.72% |
| Delta: |
0.82 |
| Theta: |
-0.05 |
| Omega: |
3.95 |
| Rho: |
0.77 |
Quote data
| Open: |
4.81 |
| High: |
4.81 |
| Low: |
4.81 |
| Previous Close: |
4.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.21% |
| 1 Month |
|
|
+45.76% |
| 3 Months |
|
|
+58.22% |
| YTD |
|
|
+231.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.24 |
4.49 |
| 1M High / 1M Low: |
5.24 |
3.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-27 |
5.24 |
| Low (YTD): |
2024-01-05 |
0.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
