DZ Bank Call 170 SND 20.12.2024
/ DE000DJ39JA9
DZ Bank Call 170 SND 20.12.2024/ DE000DJ39JA9 /
| 5/13/2024 9:07:00 AM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.64EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SCHNEIDER ELEC. INH.... |
170.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
DJ39JA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
7/19/2023 |
| Last trading day: |
5/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.21 |
| Intrinsic value: |
5.86 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.21 |
| Parity: |
5.86 |
| Time value: |
0.90 |
| Break-even: |
237.50 |
| Moneyness: |
1.34 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
2.95 |
| Rho: |
0.71 |
Quote data
| Open: |
6.39 |
| High: |
6.64 |
| Low: |
6.39 |
| Previous Close: |
6.39 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.95% |
| 3 Months |
|
|
+48.88% |
| YTD |
|
|
+161.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.64 |
5.49 |
| 6M High / 6M Low: |
6.64 |
1.90 |
| High (YTD): |
5/13/2024 |
6.64 |
| Low (YTD): |
1/5/2024 |
1.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
25.24% |
| Volatility 6M: |
|
79.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
