DZ Bank Call 220 SRT3 21.06.2024
/ DE000DJ5NCG0
DZ Bank Call 220 SRT3 21.06.2024/ DE000DJ5NCG0 /
| 6/3/2024 10:35:17 AM |
Chg.-0.150 |
Bid10:46:08 AM |
Ask10:46:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.310EUR |
-6.10% |
2.330
Bid Size: 15,000 |
2.390
Ask Size: 15,000 |
SARTORIUS AG VZO O.N... |
220.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
DJ5NCG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
10/24/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.42 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.46 |
| Parity: |
2.15 |
| Time value: |
0.49 |
| Break-even: |
246.40 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.12 |
| Spread %: |
4.76% |
| Delta: |
0.78 |
| Theta: |
-0.29 |
| Omega: |
7.12 |
| Rho: |
0.08 |
Quote data
| Open: |
2.530 |
| High: |
2.640 |
| Low: |
2.310 |
| Previous Close: |
2.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.74% |
| 1 Month |
|
|
-66.33% |
| 3 Months |
|
|
-83.20% |
| YTD |
|
|
-81.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.710 |
2.460 |
| 1M High / 1M Low: |
7.600 |
2.460 |
| 6M High / 6M Low: |
16.400 |
2.460 |
| High (YTD): |
3/22/2024 |
16.400 |
| Low (YTD): |
5/31/2024 |
2.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.680 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.30% |
| Volatility 6M: |
|
131.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
