DZ Bank Call 52.5 SAX 20.09.2024
/ DE000DJ6JXV1
DZ Bank Call 52.5 SAX 20.09.2024/ DE000DJ6JXV1 /
2024-05-27 12:35:27 PM |
Chg.+0.020 |
Bid9:58:06 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.440EUR |
+1.41% |
- Bid Size: - |
- Ask Size: - |
STROEER SE + CO. KGA... |
52.50 - |
2024-09-20 |
Call |
Master data
WKN: |
DJ6JXV |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
STROEER SE + CO. KGAA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
52.50 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-10 |
Last trading day: |
2024-05-28 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.93 |
Intrinsic value: |
0.85 |
Implied volatility: |
0.67 |
Historic volatility: |
0.23 |
Parity: |
0.85 |
Time value: |
0.45 |
Break-even: |
65.50 |
Moneyness: |
1.16 |
Premium: |
0.07 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.74 |
Theta: |
-0.04 |
Omega: |
3.46 |
Rho: |
0.09 |
Quote data
Open: |
1.410 |
High: |
1.450 |
Low: |
1.400 |
Previous Close: |
1.420 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+14.29% |
3 Months |
|
|
+148.28% |
YTD |
|
|
+144.07% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.460 |
1.260 |
6M High / 6M Low: |
1.460 |
0.370 |
High (YTD): |
2024-05-20 |
1.460 |
Low (YTD): |
2024-03-01 |
0.370 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.404 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.655 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.76% |
Volatility 6M: |
|
127.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |