DZ Bank Call 30 SZG 20.09.2024/  DE000DJ23FF0  /

Frankfurt Zert./DZB
2024-05-17  9:35:03 PM Chg.0.000 Bid9:55:04 PM Ask9:55:04 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 2,000
0.450
Ask Size: 2,000
SALZGITTER AG O.N. 30.00 EUR 2024-09-20 Call
 

Master data

WKN: DJ23FF
Issuer: DZ Bank AG
Currency: EUR
Underlying: SALZGITTER AG O.N.
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 2024-09-20
Issue date: 2023-10-11
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 52.22
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.35
Parity: -6.50
Time value: 0.45
Break-even: 30.45
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 1.13
Spread abs.: 0.45
Spread %: 44,900.00%
Delta: 0.18
Theta: -0.01
Omega: 9.21
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.170
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -99.58%
3 Months
  -99.87%
YTD
  -99.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.440 0.001
6M High / 6M Low: 1.860 0.001
High (YTD): 2024-01-02 1.420
Low (YTD): 2024-05-17 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.164
Avg. volume 1M:   0.000
Avg. price 6M:   0.805
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   551.50%
Volatility 6M:   283.58%
Volatility 1Y:   -
Volatility 3Y:   -