DZ Bank Call 250 SRT3 20.09.2024
/ DE000DJ5LHH1
DZ Bank Call 250 SRT3 20.09.2024/ DE000DJ5LHH1 /
| 2024-05-21 8:26:20 AM |
Chg.-0.01 |
Bid10:40:27 AM |
Ask10:40:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.96EUR |
-0.25% |
4.01
Bid Size: 15,000 |
4.07
Ask Size: 15,000 |
SARTORIUS AG VZO O.N... |
250.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ5LHH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.05 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.46 |
| Parity: |
2.00 |
| Time value: |
2.08 |
| Break-even: |
290.80 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.12 |
| Spread %: |
3.03% |
| Delta: |
0.68 |
| Theta: |
-0.12 |
| Omega: |
4.50 |
| Rho: |
0.48 |
Quote data
| Open: |
3.96 |
| High: |
3.96 |
| Low: |
3.96 |
| Previous Close: |
3.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.74% |
| 1 Month |
|
|
-9.59% |
| 3 Months |
|
|
-59.92% |
| YTD |
|
|
-61.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.78 |
3.91 |
| 1M High / 1M Low: |
5.94 |
3.91 |
| 6M High / 6M Low: |
14.14 |
3.91 |
| High (YTD): |
2024-03-22 |
14.14 |
| Low (YTD): |
2024-05-17 |
3.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.05% |
| Volatility 6M: |
|
134.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
