DZ Bank Call 140 SIE 20.09.2024
/ DE000DJ23FY1
DZ Bank Call 140 SIE 20.09.2024/ DE000DJ23FY1 /
| 5/10/2024 9:35:05 PM |
Chg.+0.020 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.420EUR |
+1.43% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
140.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ23FY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.04 |
| Intrinsic value: |
4.84 |
| Implied volatility: |
- |
| Historic volatility: |
0.22 |
| Parity: |
4.84 |
| Time value: |
-3.39 |
| Break-even: |
154.50 |
| Moneyness: |
1.35 |
| Premium: |
-0.18 |
| Premium p.a.: |
-0.42 |
| Spread abs.: |
0.03 |
| Spread %: |
2.11% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.400 |
| High: |
1.430 |
| Low: |
1.400 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.19% |
| 1 Month |
|
|
+12.70% |
| 3 Months |
|
|
+23.48% |
| YTD |
|
|
+22.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.370 |
| 1M High / 1M Low: |
1.420 |
1.260 |
| 6M High / 6M Low: |
1.420 |
0.500 |
| High (YTD): |
5/10/2024 |
1.420 |
| Low (YTD): |
1/17/2024 |
0.980 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.153 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
21.05% |
| Volatility 6M: |
|
50.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
