DZ Bank Call 200 SRT3 21.06.2024
/ DE000DJ521T2
DZ Bank Call 200 SRT3 21.06.2024/ DE000DJ521T2 /
| 2024-05-03 6:09:46 PM |
Chg.+0.25 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.72EUR |
+2.95% |
-
Bid Size: - |
-
Ask Size: - |
SARTORIUS AG VZO O.N... |
200.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ521T |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.55 |
| Intrinsic value: |
8.43 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.46 |
| Parity: |
8.43 |
| Time value: |
0.54 |
| Break-even: |
289.70 |
| Moneyness: |
1.42 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.16 |
| Spread %: |
1.82% |
| Delta: |
0.91 |
| Theta: |
-0.17 |
| Omega: |
2.87 |
| Rho: |
0.22 |
Quote data
| Open: |
8.50 |
| High: |
9.08 |
| Low: |
8.50 |
| Previous Close: |
8.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.83% |
| 1 Month |
|
|
-43.34% |
| 3 Months |
|
|
-36.81% |
| YTD |
|
|
-37.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.48 |
8.47 |
| 1M High / 1M Low: |
15.60 |
7.56 |
| 6M High / 6M Low: |
18.44 |
6.66 |
| High (YTD): |
2024-03-22 |
18.44 |
| Low (YTD): |
2024-04-19 |
7.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
12.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.34% |
| Volatility 6M: |
|
105.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
