DZ Bank Call 225 SRT3 21.06.2024
/ DE000DJ2F2G5
DZ Bank Call 225 SRT3 21.06.2024/ DE000DJ2F2G5 /
| 6/4/2024 9:35:12 PM |
Chg.-0.140 |
Bid9:59:42 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
-10.94% |
1.150
Bid Size: 300 |
-
Ask Size: - |
SARTORIUS AG VZO O.N... |
225.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
DJ2F2G |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
9/15/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
14.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.46 |
| Parity: |
1.43 |
| Time value: |
0.24 |
| Break-even: |
241.70 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.39 |
| Spread %: |
30.47% |
| Delta: |
0.81 |
| Theta: |
-0.16 |
| Omega: |
11.57 |
| Rho: |
0.08 |
Quote data
| Open: |
1.230 |
| High: |
1.400 |
| Low: |
1.140 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.39% |
| 1 Month |
|
|
-46.48% |
| 3 Months |
|
|
-49.33% |
| YTD |
|
|
-46.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
1.140 |
| 1M High / 1M Low: |
2.240 |
1.140 |
| 6M High / 6M Low: |
2.320 |
1.140 |
| High (YTD): |
3/22/2024 |
2.320 |
| Low (YTD): |
6/4/2024 |
1.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.873 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.077 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.10% |
| Volatility 6M: |
|
55.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
