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DZ Bank Call 270 SRT3 21.06.2024/  DE000DJ5F6B4  /

EUWAX
2024-06-03  11:05:55 AM Chg.-0.010 Bid11:10:19 AM Ask11:10:19 AM Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.100
Bid Size: 15,000		 0.160
Ask Size: 15,000		 SARTORIUS AG VZO O.N... 270.00 EUR 2024-06-21 Call
 

Master data

WKN: DJ5F6B
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 270.00 EUR
Maturity: 2024-06-21
Issue date: 2023-10-18
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 100.63
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.46
Parity: -2.85
Time value: 0.24
Break-even: 272.40
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 10.49
Spread abs.: 0.12
Spread %: 100.00%
Delta: 0.18
Theta: -0.20
Omega: 17.62
Rho: 0.02
 

Quote data

Open: 0.100
High: 0.110
Low: 0.100
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -77.55%
1 Month
  -95.79%
3 Months
  -98.78%
YTD
  -98.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.120
1M High / 1M Low: 3.040 0.120
6M High / 6M Low: 11.710 0.120
High (YTD): 2024-03-22 11.710
Low (YTD): 2024-05-31 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   1.435
Avg. volume 1M:   0.000
Avg. price 6M:   6.509
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   387.85%
Volatility 6M:   236.66%
Volatility 1Y:   -
Volatility 3Y:   -