DZ Bank Call 25 SZG 20.09.2024
/ DE000DJ23FE3
DZ Bank Call 25 SZG 20.09.2024/ DE000DJ23FE3 /
2024-06-05 9:34:50 PM |
Chg.+0.030 |
Bid8:10:02 AM |
Ask8:10:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
+12.00% |
0.280 Bid Size: 7,000 |
0.530 Ask Size: 7,000 |
SALZGITTER AG O.N. |
25.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ23FE |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SALZGITTER AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-11 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
39.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.35 |
Parity: |
-3.58 |
Time value: |
0.54 |
Break-even: |
25.54 |
Moneyness: |
0.86 |
Premium: |
0.19 |
Premium p.a.: |
0.82 |
Spread abs.: |
0.30 |
Spread %: |
125.00% |
Delta: |
0.25 |
Theta: |
-0.01 |
Omega: |
9.86 |
Rho: |
0.01 |
Quote data
Open: |
0.270 |
High: |
0.360 |
Low: |
0.270 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-52.54% |
1 Month |
|
|
-69.23% |
3 Months |
|
|
-63.64% |
YTD |
|
|
-81.21% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.250 |
1M High / 1M Low: |
0.910 |
0.250 |
6M High / 6M Low: |
1.500 |
0.250 |
High (YTD): |
2024-01-02 |
1.370 |
Low (YTD): |
2024-06-04 |
0.250 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.408 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.488 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.954 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
379.27% |
Volatility 6M: |
|
194.38% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |