DZ Bank Call 45 SMHN 21.06.2024
/ DE000DJ897V2
DZ Bank Call 45 SMHN 21.06.2024/ DE000DJ897V2 /
| 5/17/2024 8:12:33 AM |
Chg.+0.160 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+25.00% |
-
Bid Size: - |
-
Ask Size: - |
SUESS MICROTEC SE NA... |
45.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
DJ897V |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SUESS MICROTEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
2/7/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.54 |
| Parity: |
0.93 |
| Time value: |
0.18 |
| Break-even: |
56.10 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.30 |
| Spread %: |
37.04% |
| Delta: |
0.81 |
| Theta: |
-0.06 |
| Omega: |
3.96 |
| Rho: |
0.03 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.59% |
| 1 Month |
|
|
+344.44% |
| 3 Months |
|
|
+280.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.420 |
| 1M High / 1M Low: |
0.800 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.452 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
412.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
