DZ Bank Call 50 SMHN 20.09.2024
/ DE000DQ28F67
DZ Bank Call 50 SMHN 20.09.2024/ DE000DQ28F67 /
| 20/06/2024 08:14:54 |
Chg.-0.06 |
Bid09:14:23 |
Ask09:14:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
-4.26% |
1.46
Bid Size: 100,000 |
1.53
Ask Size: 100,000 |
SUESS MICROTEC SE NA... |
50.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DQ28F6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SUESS MICROTEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
03/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.54 |
| Parity: |
1.20 |
| Time value: |
0.36 |
| Break-even: |
65.60 |
| Moneyness: |
1.24 |
| Premium: |
0.06 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.21 |
| Spread %: |
15.56% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
3.14 |
| Rho: |
0.08 |
Quote data
| Open: |
1.35 |
| High: |
1.35 |
| Low: |
1.35 |
| Previous Close: |
1.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.90% |
| 1 Month |
|
|
+64.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.09 |
| 1M High / 1M Low: |
1.55 |
0.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
