DZ Bank Call 40 SMHN 20.12.2024
/ DE000DJ88A27
DZ Bank Call 40 SMHN 20.12.2024/ DE000DJ88A27 /
| 2024-06-14 9:34:39 PM |
Chg.-0.230 |
Bid9:58:31 PM |
Ask9:58:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.190EUR |
-9.50% |
2.170
Bid Size: 10,000 |
2.470
Ask Size: 10,000 |
SUESS MICROTEC SE NA... |
40.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ88A2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SUESS MICROTEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.54 |
| Parity: |
2.10 |
| Time value: |
0.37 |
| Break-even: |
64.70 |
| Moneyness: |
1.53 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.30 |
| Spread %: |
13.82% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
2.13 |
| Rho: |
0.14 |
Quote data
| Open: |
2.440 |
| High: |
2.470 |
| Low: |
2.170 |
| Previous Close: |
2.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.86% |
| 1 Month |
|
|
+41.29% |
| 3 Months |
|
|
+284.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.480 |
2.190 |
| 1M High / 1M Low: |
2.480 |
1.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.866 |
| Avg. volume 1M: |
|
90.909 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
