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DZ Bank Call 240 SRT3 20.09.2024/  DE000DJ5LHG3  /

Frankfurt Zert./DZB
07/06/2024  09:34:59 Chg.+0.020 Bid09:40:22 Ask09:40:22 Underlying Strike price Expiration date Option type
3.050EUR +0.66% 2.980
Bid Size: 25,000		 3.030
Ask Size: 25,000		 SARTORIUS AG VZO O.N... 240.00 EUR 20/09/2024 Call
 

Master data

WKN: DJ5LHG
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 240.00 EUR
Maturity: 20/09/2024
Issue date: 23/10/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.64
Leverage: Yes

Calculated values

Fair value: 2.86
Intrinsic value: 0.63
Implied volatility: 0.46
Historic volatility: 0.46
Parity: 0.63
Time value: 2.22
Break-even: 268.50
Moneyness: 1.03
Premium: 0.09
Premium p.a.: 0.35
Spread abs.: 0.12
Spread %: 4.40%
Delta: 0.61
Theta: -0.12
Omega: 5.25
Rho: 0.35
 

Quote data

Open: 3.010
High: 3.050
Low: 2.990
Previous Close: 3.030
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+24.49%
1 Month
  -46.30%
3 Months
  -77.79%
YTD
  -72.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.030 2.160
1M High / 1M Low: 6.610 2.160
6M High / 6M Low: 14.930 2.160
High (YTD): 22/03/2024 14.930
Low (YTD): 04/06/2024 2.160
52W High: - -
52W Low: - -
Avg. price 1W:   2.536
Avg. volume 1W:   0.000
Avg. price 1M:   4.123
Avg. volume 1M:   0.000
Avg. price 6M:   9.474
Avg. volume 6M:   9.472
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.14%
Volatility 6M:   136.92%
Volatility 1Y:   -
Volatility 3Y:   -