OverviewChartNewsTraderScreen

DZ Bank Call 250 SRT3 21.06.2024/  DE000DJ5LHF5  /

Frankfurt Zert./DZB
6/14/2024  4:04:39 PM Chg.+0.230 Bid4:15:00 PM Ask4:15:00 PM Underlying Strike price Expiration date Option type
0.520EUR +79.31% 0.510
Bid Size: 25,000		 0.540
Ask Size: 25,000		 SARTORIUS AG VZO O.N... 250.00 EUR 6/21/2024 Call
 

Master data

WKN: DJ5LHF
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 EUR
Maturity: 6/21/2024
Issue date: 10/23/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 67.00
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.46
Parity: -0.88
Time value: 0.36
Break-even: 253.60
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 12.65
Spread abs.: 0.06
Spread %: 20.00%
Delta: 0.33
Theta: -0.46
Omega: 21.90
Rho: 0.01
 

Quote data

Open: 0.290
High: 0.700
Low: 0.250
Previous Close: 0.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.13%
1 Month
  -88.13%
3 Months
  -95.65%
YTD
  -94.61%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.290
1M High / 1M Low: 4.750 0.290
6M High / 6M Low: 13.440 0.290
High (YTD): 3/22/2024 13.440
Low (YTD): 6/13/2024 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   0.564
Avg. volume 1W:   0.000
Avg. price 1M:   1.520
Avg. volume 1M:   0.000
Avg. price 6M:   7.552
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   494.84%
Volatility 6M:   252.98%
Volatility 1Y:   -
Volatility 3Y:   -