DZ Bank Call 400 TMO 21.06.2024
/ DE000DJ53BC3
DZ Bank Call 400 TMO 21.06.2024/ DE000DJ53BC3 /
| 2024-06-04 8:10:47 AM |
Chg.-0.08 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.69EUR |
-0.51% |
-
Bid Size: - |
-
Ask Size: - |
Thermo Fisher Scient... |
400.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
DJ53BC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Thermo Fisher Scientific Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.61 |
| Intrinsic value: |
15.55 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.19 |
| Parity: |
15.55 |
| Time value: |
0.19 |
| Break-even: |
524.13 |
| Moneyness: |
1.42 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.24 |
| Omega: |
3.22 |
| Rho: |
0.16 |
Quote data
| Open: |
15.69 |
| High: |
15.69 |
| Low: |
15.69 |
| Previous Close: |
15.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.25% |
| 1 Month |
|
|
-5.02% |
| 3 Months |
|
|
-7.43% |
| YTD |
|
|
+19.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
17.10 |
15.19 |
| 1M High / 1M Low: |
18.68 |
15.19 |
| 6M High / 6M Low: |
18.84 |
10.30 |
| High (YTD): |
2024-03-12 |
18.84 |
| Low (YTD): |
2024-01-05 |
13.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
17.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
15.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.45% |
| Volatility 6M: |
|
62.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
