DZ Bank Call 220 SRT3 21.06.2024
/ DE000DJ5NCG0
DZ Bank Call 220 SRT3 21.06.2024/ DE000DJ5NCG0 /
| 2024-05-20 9:35:11 PM |
Chg.+0.040 |
Bid9:59:02 PM |
Ask9:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.240EUR |
+0.77% |
5.240
Bid Size: 1,500 |
5.400
Ask Size: 1,500 |
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: |
4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.03 |
| Intrinsic value: |
4.85 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.46 |
| Parity: |
4.85 |
| Time value: |
0.58 |
| Break-even: |
274.30 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.16 |
| Spread %: |
3.04% |
| Delta: |
0.85 |
| Theta: |
-0.23 |
| Omega: |
4.20 |
| Rho: |
0.15 |
Quote data
| Open: |
5.320 |
| High: |
5.590 |
| Low: |
5.050 |
| Previous Close: |
5.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.92% |
| 1 Month |
|
|
-7.09% |
| 3 Months |
|
|
-55.71% |
| YTD |
|
|
-57.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.600 |
5.200 |
| 1M High / 1M Low: |
7.680 |
5.200 |
| 6M High / 6M Low: |
16.400 |
5.200 |
| High (YTD): |
2024-03-22 |
16.400 |
| Low (YTD): |
2024-05-17 |
5.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.612 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
11.026 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.92% |
| Volatility 6M: |
|
125.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
