DZ Bank Call 200 SND 20.12.2024
/ DE000DJ39JB7
DZ Bank Call 200 SND 20.12.2024/ DE000DJ39JB7 /
| 2024-06-14 9:34:41 PM |
Chg.-0.710 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.260EUR |
-17.88% |
3.280
Bid Size: 2,500 |
3.360
Ask Size: 2,500 |
SCHNEIDER ELEC. INH.... |
200.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ39JB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.91 |
| Intrinsic value: |
2.12 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
2.12 |
| Time value: |
1.24 |
| Break-even: |
233.60 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.08 |
| Spread %: |
2.44% |
| Delta: |
0.74 |
| Theta: |
-0.06 |
| Omega: |
4.87 |
| Rho: |
0.67 |
Quote data
| Open: |
3.780 |
| High: |
3.780 |
| Low: |
3.200 |
| Previous Close: |
3.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.17% |
| 1 Month |
|
|
-25.40% |
| 3 Months |
|
|
+13.99% |
| YTD |
|
|
+210.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.460 |
3.260 |
| 1M High / 1M Low: |
4.460 |
3.260 |
| 6M High / 6M Low: |
4.460 |
0.690 |
| High (YTD): |
2024-06-12 |
4.460 |
| Low (YTD): |
2024-01-09 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.906 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.308 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.45% |
| Volatility 6M: |
|
126.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
