DZ Bank Call 45 SBS 21.06.2024
/ DE000DJ2C0B3
DZ Bank Call 45 SBS 21.06.2024/ DE000DJ2C0B3 /
| 2024-04-30 6:09:28 PM |
Chg.0.000 |
Bid8:32:35 PM |
Ask8:32:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
0.00% |
0.110
Bid Size: 5,000 |
0.240
Ask Size: 5,000 |
STRATEC SE NA O.N. |
45.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ2C0B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STRATEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-12 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.36 |
| Parity: |
-0.21 |
| Time value: |
0.23 |
| Break-even: |
47.30 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.15 |
| Spread %: |
187.50% |
| Delta: |
0.44 |
| Theta: |
-0.03 |
| Omega: |
8.29 |
| Rho: |
0.02 |
Quote data
| Open: |
0.080 |
| High: |
0.150 |
| Low: |
0.080 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1000.00% |
| 1 Month |
|
|
+120.00% |
| 3 Months |
|
|
-45.00% |
| YTD |
|
|
-75.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.001 |
| 1M High / 1M Low: |
0.110 |
0.001 |
| 6M High / 6M Low: |
0.700 |
0.001 |
| High (YTD): |
2024-01-02 |
0.350 |
| Low (YTD): |
2024-04-25 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.013 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.227 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
8,470.57% |
| Volatility 6M: |
|
3,489.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
