DZ Bank Call 220 SRT3 21.06.2024
/ DE000DJ5NCG0
DZ Bank Call 220 SRT3 21.06.2024/ DE000DJ5NCG0 /
| 2024-06-07 9:35:16 PM |
Chg.-0.430 |
Bid9:58:08 PM |
Ask9:58:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.780EUR |
-13.40% |
-
Bid Size: - |
-
Ask Size: - |
SARTORIUS AG VZO O.N... |
220.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ5NCG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.09 |
| Intrinsic value: |
2.99 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.46 |
| Parity: |
2.99 |
| Time value: |
0.32 |
| Break-even: |
253.10 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.10 |
| Spread %: |
3.12% |
| Delta: |
0.85 |
| Theta: |
-0.30 |
| Omega: |
6.39 |
| Rho: |
0.07 |
Quote data
| Open: |
3.200 |
| High: |
3.340 |
| Low: |
2.540 |
| Previous Close: |
3.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.01% |
| 1 Month |
|
|
-57.49% |
| 3 Months |
|
|
-81.65% |
| YTD |
|
|
-77.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.210 |
2.020 |
| 1M High / 1M Low: |
7.600 |
2.020 |
| 6M High / 6M Low: |
16.400 |
2.020 |
| High (YTD): |
2024-03-22 |
16.400 |
| Low (YTD): |
2024-06-04 |
2.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.589 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.479 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.70% |
| Volatility 6M: |
|
144.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
