DZ Bank Call 240 SRT3 20.09.2024
/ DE000DJ5LHG3
DZ Bank Call 240 SRT3 20.09.2024/ DE000DJ5LHG3 /
07/06/2024 18:13:51 |
Chg.-0.30 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
2.73EUR |
-9.90% |
- Bid Size: - |
- Ask Size: - |
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: |
8.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.07 |
Intrinsic value: |
0.99 |
Implied volatility: |
0.47 |
Historic volatility: |
0.46 |
Parity: |
0.99 |
Time value: |
2.13 |
Break-even: |
271.20 |
Moneyness: |
1.04 |
Premium: |
0.09 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.10 |
Spread %: |
3.31% |
Delta: |
0.63 |
Theta: |
-0.13 |
Omega: |
5.04 |
Rho: |
0.36 |
Quote data
Open: |
3.01 |
High: |
3.15 |
Low: |
2.61 |
Previous Close: |
3.03 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.53% |
1 Month |
|
|
-51.08% |
3 Months |
|
|
-80.32% |
YTD |
|
|
-75.27% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.03 |
2.15 |
1M High / 1M Low: |
6.58 |
2.15 |
6M High / 6M Low: |
15.06 |
2.15 |
High (YTD): |
22/03/2024 |
15.06 |
Low (YTD): |
04/06/2024 |
2.15 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.54 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.18 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
9.51 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
193.35% |
Volatility 6M: |
|
137.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |