DZ Bank Call 225 SRT3 20.12.2024
/ DE000DJ5AMB7
DZ Bank Call 225 SRT3 20.12.2024/ DE000DJ5AMB7 /
| 31/05/2024 21:34:51 |
Chg.-0.020 |
Bid21:58:03 |
Ask21:58:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.140EUR |
-0.93% |
2.160
Bid Size: 300 |
2.410
Ask Size: 300 |
SARTORIUS AG VZO O.N... |
225.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ5AMB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
10.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.30 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.46 |
| Parity: |
1.61 |
| Time value: |
0.79 |
| Break-even: |
249.00 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.25 |
| Spread %: |
11.63% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
8.05 |
| Rho: |
0.94 |
Quote data
| Open: |
2.160 |
| High: |
2.260 |
| Low: |
2.120 |
| Previous Close: |
2.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.65% |
| 1 Month |
|
|
-30.74% |
| 3 Months |
|
|
-45.13% |
| YTD |
|
|
-41.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.460 |
2.140 |
| 1M High / 1M Low: |
3.300 |
2.140 |
| 6M High / 6M Low: |
4.140 |
2.140 |
| High (YTD): |
22/03/2024 |
4.140 |
| Low (YTD): |
31/05/2024 |
2.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.806 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.470 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.77% |
| Volatility 6M: |
|
53.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
