DZ Bank Call 250 SRT3 20.12.2024
/ DE000DJ5AMC5
DZ Bank Call 250 SRT3 20.12.2024/ DE000DJ5AMC5 /
| 06/06/2024 08:28:36 |
Chg.0.00 |
Bid08:50:21 |
Ask08:50:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
0.00% |
1.67
Bid Size: 600 |
1.92
Ask Size: 600 |
SARTORIUS AG VZO O.N... |
250.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
01/09/2023 |
| Last trading day: |
19/12/2024 |
| 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: |
1.68 |
| High: |
1.68 |
| Low: |
1.68 |
| Previous Close: |
1.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
-34.63% |
| 3 Months |
|
|
-53.72% |
| YTD |
|
|
-49.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.42 |
| 1M High / 1M Low: |
2.79 |
1.42 |
| 6M High / 6M Low: |
3.91 |
1.42 |
| High (YTD): |
22/03/2024 |
3.91 |
| Low (YTD): |
04/06/2024 |
1.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.80% |
| Volatility 6M: |
|
77.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
