DZ Bank Call 200 SND 20.12.2024
/ DE000DJ39JB7
DZ Bank Call 200 SND 20.12.2024/ DE000DJ39JB7 /
| 6/6/2024 9:05:48 AM |
Chg.+0.33 |
Bid1:13:24 PM |
Ask1:13:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.95EUR |
+9.12% |
4.07
Bid Size: 25,000 |
4.09
Ask Size: 25,000 |
SCHNEIDER ELEC. INH.... |
200.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/19/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.52 |
| Intrinsic value: |
2.86 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
2.86 |
| Time value: |
1.14 |
| Break-even: |
239.90 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.08 |
| Spread %: |
2.05% |
| Delta: |
0.78 |
| Theta: |
-0.05 |
| Omega: |
4.48 |
| Rho: |
0.75 |
Quote data
| Open: |
3.95 |
| High: |
3.95 |
| Low: |
3.95 |
| Previous Close: |
3.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.92% |
| 1 Month |
|
|
+43.64% |
| 3 Months |
|
|
+80.37% |
| YTD |
|
|
+276.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.98 |
3.52 |
| 1M High / 1M Low: |
4.42 |
2.75 |
| 6M High / 6M Low: |
4.42 |
0.69 |
| High (YTD): |
5/16/2024 |
4.42 |
| Low (YTD): |
1/17/2024 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.74% |
| Volatility 6M: |
|
111.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
