DZ Bank Call 52.5 SAX 21.06.2024
/ DE000DJ3QN77
DZ Bank Call 52.5 SAX 21.06.2024/ DE000DJ3QN77 /
| 2024-05-27 12:34:54 PM |
Chg.+0.020 |
Bid9:58:04 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
+1.39% |
-
Bid Size: - |
-
Ask Size: - |
STROEER SE + CO. KGA... |
52.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3QN7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-03 |
| Last trading day: |
2024-05-28 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.23 |
| Parity: |
1.30 |
| Time value: |
0.03 |
| Break-even: |
65.80 |
| Moneyness: |
1.25 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.03 |
| Omega: |
4.68 |
| Rho: |
0.02 |
Quote data
| Open: |
1.430 |
| High: |
1.470 |
| Low: |
1.430 |
| Previous Close: |
1.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+52.08% |
| 3 Months |
|
|
+370.97% |
| YTD |
|
|
+160.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.460 |
1.460 |
| 1M High / 1M Low: |
1.490 |
0.860 |
| 6M High / 6M Low: |
1.490 |
0.310 |
| High (YTD): |
2024-05-20 |
1.490 |
| Low (YTD): |
2024-03-01 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.598 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.84% |
| Volatility 6M: |
|
158.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
