DZ Bank Call 40 SBS 21.06.2024
/ DE000DJ2SDD1
DZ Bank Call 40 SBS 21.06.2024/ DE000DJ2SDD1 /
| 2024-04-30 9:04:34 PM |
Chg.+0.040 |
Bid2024-04-30 |
Ask2024-04-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+11.11% |
0.400
Bid Size: 5,000 |
0.540
Ask Size: 5,000 |
STRATEC SE NA O.N. |
40.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ2SDD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STRATEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.36 |
| Parity: |
0.30 |
| Time value: |
0.22 |
| Break-even: |
45.10 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.15 |
| Spread %: |
41.67% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
5.78 |
| Rho: |
0.03 |
Quote data
| Open: |
0.360 |
| High: |
0.450 |
| Low: |
0.360 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.93% |
| 1 Month |
|
|
+81.82% |
| 3 Months |
|
|
-13.04% |
| YTD |
|
|
-48.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.180 |
| 1M High / 1M Low: |
0.360 |
0.070 |
| 6M High / 6M Low: |
1.040 |
0.070 |
| High (YTD): |
2024-01-02 |
0.650 |
| Low (YTD): |
2024-04-04 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.284 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.177 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.480 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
485.27% |
| Volatility 6M: |
|
276.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
