DZ Bank Call 55 SAX 20.09.2024
/ DE000DJ23S17
DZ Bank Call 55 SAX 20.09.2024/ DE000DJ23S17 /
| 2024-06-03 9:34:49 PM |
Chg.-0.030 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
-2.80% |
1.050
Bid Size: 5,000 |
1.110
Ask Size: 5,000 |
STROEER SE + CO. KGA... |
55.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23S1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
1.05 |
| Time value: |
0.09 |
| Break-even: |
66.40 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
5.56% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
5.34 |
| Rho: |
0.15 |
Quote data
| Open: |
1.090 |
| High: |
1.120 |
| Low: |
1.040 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.77% |
| 1 Month |
|
|
+30.00% |
| 3 Months |
|
|
+300.00% |
| YTD |
|
|
+126.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
1.000 |
| 1M High / 1M Low: |
1.220 |
0.710 |
| 6M High / 6M Low: |
1.220 |
0.260 |
| High (YTD): |
2024-05-20 |
1.220 |
| Low (YTD): |
2024-03-01 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.988 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.513 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.52% |
| Volatility 6M: |
|
147.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
