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DZ Bank Call 250 SRT3 20.12.2024/  DE000DJ5LHK5  /

Frankfurt Zert./DZB
2024-05-17  2:04:45 PM Chg.-0.380 Bid2:34:27 PM Ask2:34:27 PM Underlying Strike price Expiration date Option type
5.150EUR -6.87% 5.100
Bid Size: 15,000		 5.160
Ask Size: 15,000		 SARTORIUS AG VZO O.N... 250.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ5LHK
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 EUR
Maturity: 2024-12-20
Issue date: 2023-10-23
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.92
Leverage: Yes

Calculated values

Fair value: 5.57
Intrinsic value: 2.76
Implied volatility: 0.47
Historic volatility: 0.46
Parity: 2.76
Time value: 2.88
Break-even: 306.40
Moneyness: 1.11
Premium: 0.10
Premium p.a.: 0.18
Spread abs.: 0.12
Spread %: 2.17%
Delta: 0.70
Theta: -0.09
Omega: 3.46
Rho: 0.82
 

Quote data

Open: 5.510
High: 5.510
Low: 4.950
Previous Close: 5.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.54%
1 Month
  -48.81%
3 Months
  -53.73%
YTD
  -52.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.780 5.470
1M High / 1M Low: 10.060 5.170
6M High / 6M Low: 14.660 5.170
High (YTD): 2024-03-22 14.660
Low (YTD): 2024-04-19 5.170
52W High: - -
52W Low: - -
Avg. price 1W:   5.960
Avg. volume 1W:   0.000
Avg. price 1M:   6.236
Avg. volume 1M:   2.381
Avg. price 6M:   9.931
Avg. volume 6M:   .403
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.50%
Volatility 6M:   120.53%
Volatility 1Y:   -
Volatility 3Y:   -