DZ Bank Call 20 SZG 20.09.2024
/ DE000DJ23FD5
DZ Bank Call 20 SZG 20.09.2024/ DE000DJ23FD5 /
| 6/17/2024 8:14:07 AM |
Chg.+0.050 |
Bid6/17/2024 |
Ask6/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+7.35% |
0.730
Bid Size: 7,000 |
0.980
Ask Size: 7,000 |
SALZGITTER AG O.N. |
20.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ23FD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SALZGITTER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
18.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.35 |
| Parity: |
-0.90 |
| Time value: |
1.01 |
| Break-even: |
21.01 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.30 |
| Spread %: |
42.25% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
8.51 |
| Rho: |
0.02 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.40% |
| 1 Month |
|
|
-56.55% |
| 3 Months |
|
|
-53.50% |
| YTD |
|
|
-62.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.680 |
| 1M High / 1M Low: |
1.830 |
0.680 |
| 6M High / 6M Low: |
1.940 |
0.680 |
| High (YTD): |
5/28/2024 |
1.830 |
| Low (YTD): |
6/14/2024 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.934 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.401 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.612 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.16% |
| Volatility 6M: |
|
85.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
