DZ Bank Call 240 SRT3 20.09.2024
/ DE000DJ5LHG3
DZ Bank Call 240 SRT3 20.09.2024/ DE000DJ5LHG3 /
| 2024-06-07 4:06:44 PM |
Chg.-0.42 |
Bid4:38:11 PM |
Ask4:38:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
-13.86% |
2.68
Bid Size: 25,000 |
2.71
Ask Size: 25,000 |
SARTORIUS AG VZO O.N... |
240.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ5LHG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.07 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.46 |
| Parity: |
0.99 |
| Time value: |
2.13 |
| Break-even: |
271.20 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.10 |
| Spread %: |
3.31% |
| Delta: |
0.63 |
| Theta: |
-0.13 |
| Omega: |
5.04 |
| Rho: |
0.36 |
Quote data
| Open: |
3.01 |
| High: |
3.15 |
| Low: |
2.61 |
| Previous Close: |
3.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.67% |
| 1 Month |
|
|
-53.23% |
| 3 Months |
|
|
-81.18% |
| YTD |
|
|
-76.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.03 |
2.15 |
| 1M High / 1M Low: |
6.58 |
2.15 |
| 6M High / 6M Low: |
15.06 |
2.15 |
| High (YTD): |
2024-03-22 |
15.06 |
| Low (YTD): |
2024-06-04 |
2.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.35% |
| Volatility 6M: |
|
137.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
