DZ Bank Call 240 SRT3 20.09.2024
/ DE000DJ5LHG3
DZ Bank Call 240 SRT3 20.09.2024/ DE000DJ5LHG3 /
| 2024-05-17 6:14:40 PM |
Chg.-2.00 |
Bid9:15:03 PM |
Ask9:15:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.58EUR |
-30.40% |
4.60
Bid Size: 6,000 |
4.72
Ask Size: 6,000 |
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: |
4.89 |
| High: |
4.89 |
| Low: |
4.58 |
| Previous Close: |
6.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.07% |
| 1 Month |
|
|
-55.10% |
| 3 Months |
|
|
-59.50% |
| YTD |
|
|
-58.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.58 |
5.20 |
| 1M High / 1M Low: |
10.20 |
5.04 |
| 6M High / 6M Low: |
15.06 |
5.04 |
| High (YTD): |
2024-03-22 |
15.06 |
| Low (YTD): |
2024-04-19 |
5.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.65% |
| Volatility 6M: |
|
120.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
