DZ Bank Call 95 SY1 20.09.2024
/ DE000DJ23TK1
DZ Bank Call 95 SY1 20.09.2024/ DE000DJ23TK1 /
| 2024-06-05 5:04:43 PM |
Chg.-0.020 |
Bid5:41:32 PM |
Ask5:41:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.780EUR |
-1.11% |
1.780
Bid Size: 12,000 |
1.790
Ask Size: 12,000 |
SYMRISE AG INH. O.N. |
95.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23TK |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.57 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
1.57 |
| Time value: |
0.26 |
| Break-even: |
113.30 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.55% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
5.15 |
| Rho: |
0.22 |
Quote data
| Open: |
1.810 |
| High: |
1.950 |
| Low: |
1.740 |
| Previous Close: |
1.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.11% |
| 1 Month |
|
|
+85.42% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
+50.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.800 |
1.520 |
| 1M High / 1M Low: |
1.800 |
0.940 |
| 6M High / 6M Low: |
1.980 |
0.690 |
| High (YTD): |
2024-03-25 |
1.980 |
| Low (YTD): |
2024-01-23 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.275 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.222 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.60% |
| Volatility 6M: |
|
125.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
