DZ Bank Call 250 SRT3 20.12.2024
/ DE000DJ5AMC5
DZ Bank Call 250 SRT3 20.12.2024/ DE000DJ5AMC5 /
| 6/6/2024 9:04:59 AM |
Chg.+0.180 |
Bid9:10:57 AM |
Ask9:10:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.850EUR |
+10.78% |
1.890
Bid Size: 3,000 |
1.940
Ask Size: 3,000 |
SARTORIUS AG VZO O.N... |
250.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ5AMC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
9/1/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
14.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.81 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.46 |
| Parity: |
-1.39 |
| Time value: |
1.67 |
| Break-even: |
266.70 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.25 |
| Spread %: |
17.61% |
| Delta: |
0.48 |
| Theta: |
-0.06 |
| Omega: |
6.72 |
| Rho: |
0.52 |
Quote data
| Open: |
1.680 |
| High: |
1.850 |
| Low: |
1.680 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.59% |
| 1 Month |
|
|
-28.29% |
| 3 Months |
|
|
-49.04% |
| YTD |
|
|
-44.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
1.420 |
| 1M High / 1M Low: |
2.800 |
1.420 |
| 6M High / 6M Low: |
3.900 |
1.420 |
| High (YTD): |
3/22/2024 |
3.900 |
| Low (YTD): |
6/4/2024 |
1.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.071 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.50% |
| Volatility 6M: |
|
75.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
