DZ Bank Call 220 SND 20.09.2024
/ DE000DJ6RCX4
DZ Bank Call 220 SND 20.09.2024/ DE000DJ6RCX4 /
| 03/06/2024 09:07:17 |
Chg.+0.21 |
Bid17:29:07 |
Ask17:29:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.97EUR |
+11.93% |
-
Bid Size: - |
-
Ask Size: - |
SCHNEIDER ELEC. INH.... |
220.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ6RCX |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
17/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
0.75 |
| Time value: |
1.18 |
| Break-even: |
239.20 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.08 |
| Spread %: |
4.35% |
| Delta: |
0.64 |
| Theta: |
-0.07 |
| Omega: |
7.61 |
| Rho: |
0.38 |
Quote data
| Open: |
1.97 |
| High: |
1.97 |
| Low: |
1.97 |
| Previous Close: |
1.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.35% |
| 1 Month |
|
|
+91.26% |
| 3 Months |
|
|
+105.21% |
| YTD |
|
|
+515.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.30 |
1.73 |
| 1M High / 1M Low: |
2.35 |
1.03 |
| 6M High / 6M Low: |
2.35 |
0.15 |
| High (YTD): |
16/05/2024 |
2.35 |
| Low (YTD): |
17/01/2024 |
0.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.97% |
| Volatility 6M: |
|
176.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
