DZ Bank Call 120 SY1 20.09.2024
/ DE000DJ23TN5
DZ Bank Call 120 SY1 20.09.2024/ DE000DJ23TN5 /
| 2024-06-05 8:14:13 AM |
Chg.+0.010 |
Bid10:45:34 AM |
Ask10:45:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+4.55% |
0.240
Bid Size: 60,000 |
0.250
Ask Size: 60,000 |
SYMRISE AG INH. O.N. |
120.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23TN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
46.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
-0.93 |
| Time value: |
0.24 |
| Break-even: |
122.40 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
0.30 |
| Theta: |
-0.02 |
| Omega: |
13.90 |
| Rho: |
0.09 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.33% |
| 1 Month |
|
|
+180.49% |
| 3 Months |
|
|
+76.92% |
| YTD |
|
|
+9.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.150 |
| 1M High / 1M Low: |
0.220 |
0.071 |
| 6M High / 6M Low: |
0.440 |
0.071 |
| High (YTD): |
2024-03-25 |
0.440 |
| Low (YTD): |
2024-05-16 |
0.071 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.119 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.196 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.92% |
| Volatility 6M: |
|
221.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
