DZ Bank Call 240 SRT3 20.12.2024/  DE000DJ5LHJ7  /

EUWAX
2024-05-17  5:07:01 PM Chg.-0.79 Bid5:18:17 PM Ask5:18:17 PM Underlying Strike price Expiration date Option type
5.47EUR -12.62% 5.43
Bid Size: 15,000
5.49
Ask Size: 15,000
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: 4.41
Leverage: Yes

Calculated values

Fair value: 6.15
Intrinsic value: 3.76
Implied volatility: 0.48
Historic volatility: 0.46
Parity: 3.76
Time value: 2.53
Break-even: 302.90
Moneyness: 1.16
Premium: 0.09
Premium p.a.: 0.16
Spread abs.: 0.12
Spread %: 1.94%
Delta: 0.74
Theta: -0.09
Omega: 3.26
Rho: 0.85
 

Quote data

Open: 6.13
High: 6.13
Low: 5.47
Previous Close: 6.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.06%
1 Month
  -49.54%
3 Months
  -54.30%
YTD
  -52.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.38 6.12
1M High / 1M Low: 10.84 5.88
6M High / 6M Low: 15.64 5.88
High (YTD): 2024-03-22 15.64
Low (YTD): 2024-04-19 5.88
52W High: - -
52W Low: - -
Avg. price 1W:   6.61
Avg. volume 1W:   0.00
Avg. price 1M:   7.00
Avg. volume 1M:   0.00
Avg. price 6M:   10.69
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.49%
Volatility 6M:   109.65%
Volatility 1Y:   -
Volatility 3Y:   -