DZ Bank Call 240 SND 20.12.2024
/ DE000DJ7PAM3
DZ Bank Call 240 SND 20.12.2024/ DE000DJ7PAM3 /
| 2024-06-03 9:13:11 AM |
Chg.+0.12 |
Bid6:18:44 PM |
Ask6:18:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
+9.38% |
1.18
Bid Size: 10,000 |
1.26
Ask Size: 10,000 |
SCHNEIDER ELEC. INH.... |
240.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ7PAM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
-1.26 |
| Time value: |
1.42 |
| Break-even: |
254.20 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.08 |
| Spread %: |
5.97% |
| Delta: |
0.47 |
| Theta: |
-0.05 |
| Omega: |
7.53 |
| Rho: |
0.51 |
Quote data
| Open: |
1.40 |
| High: |
1.40 |
| Low: |
1.40 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.17% |
| 1 Month |
|
|
+75.00% |
| 3 Months |
|
|
+112.12% |
| YTD |
|
|
+438.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.67 |
1.28 |
| 1M High / 1M Low: |
1.71 |
0.80 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-16 |
1.71 |
| Low (YTD): |
2024-01-17 |
0.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
