DZ Bank Call 60 SMHN 20.12.2024
/ DE000DQ28F91
DZ Bank Call 60 SMHN 20.12.2024/ DE000DQ28F91 /
| 2024-06-20 4:04:45 PM |
Chg.+0.170 |
Bid4:39:45 PM |
Ask4:39:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
+17.53% |
1.110
Bid Size: 100,000 |
1.160
Ask Size: 100,000 |
SUESS MICROTEC SE NA... |
60.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DQ28F9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SUESS MICROTEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-03 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.54 |
| Parity: |
0.20 |
| Time value: |
0.91 |
| Break-even: |
71.10 |
| Moneyness: |
1.03 |
| Premium: |
0.15 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.15 |
| Spread %: |
15.63% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
3.51 |
| Rho: |
0.14 |
Quote data
| Open: |
0.960 |
| High: |
1.170 |
| Low: |
0.960 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.54% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.760 |
| 1M High / 1M Low: |
1.120 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.944 |
| Avg. volume 1W: |
|
100 |
| Avg. price 1M: |
|
0.756 |
| Avg. volume 1M: |
|
478.261 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
