DZ Bank Call 220 SRT3 21.06.2024
/ DE000DJ5NCG0
DZ Bank Call 220 SRT3 21.06.2024/ DE000DJ5NCG0 /
| 5/21/2024 8:04:36 AM |
Chg.-0.02 |
Bid9:50:38 AM |
Ask9:50:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.23EUR |
-0.38% |
5.29
Bid Size: 15,000 |
5.37
Ask Size: 15,000 |
SARTORIUS AG VZO O.N... |
220.00 EUR |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
10/24/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.16 |
| Intrinsic value: |
5.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.46 |
| Parity: |
5.00 |
| Time value: |
0.40 |
| Break-even: |
274.00 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.16 |
| Spread %: |
3.05% |
| Delta: |
0.88 |
| Theta: |
-0.19 |
| Omega: |
4.41 |
| Rho: |
0.16 |
Quote data
| Open: |
5.23 |
| High: |
5.23 |
| Low: |
5.23 |
| Previous Close: |
5.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.75% |
| 1 Month |
|
|
-9.52% |
| 3 Months |
|
|
-55.87% |
| YTD |
|
|
-56.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.58 |
5.18 |
| 1M High / 1M Low: |
7.67 |
5.18 |
| 6M High / 6M Low: |
16.58 |
5.18 |
| High (YTD): |
3/22/2024 |
16.58 |
| Low (YTD): |
5/17/2024 |
5.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.34% |
| Volatility 6M: |
|
125.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
