DZ Bank Call 250 SMCI 21.06.2024
/ DE000DJ5ND05
DZ Bank Call 250 SMCI 21.06.2024/ DE000DJ5ND05 /
| 03/06/2024 08:36:29 |
Chg.-0.44 |
Bid16:50:40 |
Ask16:50:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 51.04EUR |
-0.85% |
-
Bid Size: - |
-
Ask Size: - |
Super Micro Computer... |
250.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
DJ5ND0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Super Micro Computer Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
24/10/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
49.29 |
| Intrinsic value: |
49.25 |
| Implied volatility: |
4.40 |
| Historic volatility: |
0.85 |
| Parity: |
49.25 |
| Time value: |
2.23 |
| Break-even: |
745.16 |
| Moneyness: |
3.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
2.00 |
| Spread %: |
4.04% |
| Delta: |
0.95 |
| Theta: |
-1.99 |
| Omega: |
1.34 |
| Rho: |
0.09 |
Quote data
| Open: |
51.04 |
| High: |
51.04 |
| Low: |
51.04 |
| Previous Close: |
51.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.18% |
| 1 Month |
|
|
+5.89% |
| 3 Months |
|
|
-15.90% |
| YTD |
|
|
+625.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
60.30 |
51.48 |
| 1M High / 1M Low: |
63.80 |
48.20 |
| 6M High / 6M Low: |
86.73 |
5.12 |
| High (YTD): |
08/03/2024 |
86.73 |
| Low (YTD): |
03/01/2024 |
6.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
56.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
55.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
43.96 |
| Avg. volume 6M: |
|
.31 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.85% |
| Volatility 6M: |
|
189.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
