DZ Bank Call 180 SND 20.09.2024
/ DE000DJ26Z98
DZ Bank Call 180 SND 20.09.2024/ DE000DJ26Z98 /
| 5/17/2024 9:09:16 AM |
Chg.-0.57 |
Bid1:16:12 PM |
Ask1:16:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.26EUR |
-9.78% |
5.02
Bid Size: 25,000 |
5.05
Ask Size: 25,000 |
SCHNEIDER ELEC. INH.... |
180.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ26Z9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.53 |
| Intrinsic value: |
5.29 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
5.29 |
| Time value: |
0.25 |
| Break-even: |
235.30 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.12 |
| Spread %: |
2.22% |
| Delta: |
0.99 |
| Theta: |
-0.02 |
| Omega: |
4.17 |
| Rho: |
0.61 |
Quote data
| Open: |
5.26 |
| High: |
5.26 |
| Low: |
5.26 |
| Previous Close: |
5.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.14% |
| 1 Month |
|
|
+48.17% |
| 3 Months |
|
|
+82.64% |
| YTD |
|
|
+220.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.83 |
5.15 |
| 1M High / 1M Low: |
5.83 |
3.19 |
| 6M High / 6M Low: |
5.83 |
0.76 |
| High (YTD): |
5/16/2024 |
5.83 |
| Low (YTD): |
1/5/2024 |
1.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.29% |
| Volatility 6M: |
|
108.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
