DZ Bank Call 240 SRT3 20.12.2024
/ DE000DJ5LHJ7
DZ Bank Call 240 SRT3 20.12.2024/ DE000DJ5LHJ7 /
| 2024-05-31 6:13:45 PM |
Chg.+0.01 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.42EUR |
+0.29% |
-
Bid Size: - |
-
Ask Size: - |
SARTORIUS AG VZO O.N... |
240.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ5LHJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.58 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.46 |
| Parity: |
0.15 |
| Time value: |
3.41 |
| Break-even: |
275.60 |
| Moneyness: |
1.01 |
| Premium: |
0.14 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.12 |
| Spread %: |
3.49% |
| Delta: |
0.60 |
| Theta: |
-0.09 |
| Omega: |
4.06 |
| Rho: |
0.60 |
Quote data
| Open: |
3.42 |
| High: |
3.42 |
| Low: |
3.20 |
| Previous Close: |
3.41 |
| Turnover: |
15,485 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.83% |
| 1 Month |
|
|
-49.11% |
| 3 Months |
|
|
-73.65% |
| YTD |
|
|
-70.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.32 |
3.41 |
| 1M High / 1M Low: |
7.38 |
3.41 |
| 6M High / 6M Low: |
15.64 |
3.41 |
| High (YTD): |
2024-03-22 |
15.64 |
| Low (YTD): |
2024-05-30 |
3.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.78 |
| Avg. volume 1W: |
|
950 |
| Avg. price 1M: |
|
5.55 |
| Avg. volume 1M: |
|
215.91 |
| Avg. price 6M: |
|
10.35 |
| Avg. volume 6M: |
|
38 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.59% |
| Volatility 6M: |
|
113.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
