OverviewChartNewsTraderScreen

DZ Bank Call 240 SRT3 20.09.2024/  DE000DJ5LHG3  /

Frankfurt Zert./DZB
2024-05-17  3:04:40 PM Chg.-0.430 Bid3:31:11 PM Ask3:31:11 PM Underlying Strike price Expiration date Option type
4.860EUR -8.13% 4.790
Bid Size: 15,000		 4.850
Ask Size: 15,000		 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: 5.13
Leverage: Yes

Calculated values

Fair value: 5.26
Intrinsic value: 3.76
Implied volatility: 0.49
Historic volatility: 0.46
Parity: 3.76
Time value: 1.65
Break-even: 294.10
Moneyness: 1.16
Premium: 0.06
Premium p.a.: 0.18
Spread abs.: 0.12
Spread %: 2.27%
Delta: 0.76
Theta: -0.12
Omega: 3.88
Rho: 0.54
 

Quote data

Open: 5.280
High: 5.280
Low: 4.660
Previous Close: 5.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.82%
1 Month
  -52.26%
3 Months
  -56.76%
YTD
  -56.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.610 5.190
1M High / 1M Low: 10.180 4.910
6M High / 6M Low: 14.930 4.910
High (YTD): 2024-03-22 14.930
Low (YTD): 2024-04-19 4.910
52W High: - -
52W Low: - -
Avg. price 1W:   5.736
Avg. volume 1W:   0.000
Avg. price 1M:   6.027
Avg. volume 1M:   0.000
Avg. price 6M:   10.001
Avg. volume 6M:   9.548
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   235.12%
Volatility 6M:   126.83%
Volatility 1Y:   -
Volatility 3Y:   -