DZ Bank Call 27.5 SZG 20.12.2024
/ DE000DJ40BP2
DZ Bank Call 27.5 SZG 20.12.2024/ DE000DJ40BP2 /
| 2024-06-06 1:06:16 PM |
Chg.+0.006 |
Bid2024-06-06 |
Ask2024-06-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.058EUR |
+11.54% |
0.058
Bid Size: 150,000 |
0.068
Ask Size: 150,000 |
SALZGITTER AG O.N. |
27.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ40BP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SALZGITTER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.35 |
| Parity: |
-0.60 |
| Time value: |
0.08 |
| Break-even: |
28.31 |
| Moneyness: |
0.78 |
| Premium: |
0.32 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.03 |
| Spread %: |
58.82% |
| Delta: |
0.25 |
| Theta: |
-0.01 |
| Omega: |
6.77 |
| Rho: |
0.03 |
Quote data
| Open: |
0.051 |
| High: |
0.058 |
| Low: |
0.051 |
| Previous Close: |
0.052 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.00% |
| 1 Month |
|
|
-63.75% |
| 3 Months |
|
|
-61.33% |
| YTD |
|
|
-87.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.048 |
| 1M High / 1M Low: |
0.160 |
0.048 |
| 6M High / 6M Low: |
0.560 |
0.048 |
| High (YTD): |
2024-01-02 |
0.430 |
| Low (YTD): |
2024-06-04 |
0.048 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.235 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
416.91% |
| Volatility 6M: |
|
223.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
