DZ Bank Call 220 SRT3 21.06.2024
/ DE000DJ5NCG0
DZ Bank Call 220 SRT3 21.06.2024/ DE000DJ5NCG0 /
| 2024-06-14 12:05:23 PM |
Chg.+0.43 |
Bid12:30:03 PM |
Ask12:30:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.81EUR |
+18.07% |
3.08
Bid Size: 25,000 |
3.11
Ask Size: 25,000 |
SARTORIUS AG VZO O.N... |
220.00 EUR |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
2.12 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.46 |
| Parity: |
2.12 |
| Time value: |
0.35 |
| Break-even: |
244.70 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.08 |
| Spread %: |
3.35% |
| Delta: |
0.80 |
| Theta: |
-0.58 |
| Omega: |
7.82 |
| Rho: |
0.03 |
Quote data
| Open: |
2.40 |
| High: |
2.81 |
| Low: |
2.40 |
| Previous Close: |
2.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.55% |
| 1 Month |
|
|
-60.64% |
| 3 Months |
|
|
-81.14% |
| YTD |
|
|
-76.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.29 |
2.38 |
| 1M High / 1M Low: |
7.58 |
2.02 |
| 6M High / 6M Low: |
16.58 |
2.02 |
| High (YTD): |
2024-03-22 |
16.58 |
| Low (YTD): |
2024-06-04 |
2.02 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.46% |
| Volatility 6M: |
|
148.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
