DZ Bank Call 100 SNW 20.09.2024
/ DE000DJ26ZQ8
DZ Bank Call 100 SNW 20.09.2024/ DE000DJ26ZQ8 /
2024-08-16 9:34:50 PM |
Chg.+0.020 |
Bid9:59:18 PM |
Ask9:59:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
+11.76% |
0.170 Bid Size: 10,000 |
0.190 Ask Size: 10,000 |
SANOFI SA INHABER ... |
100.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ26ZQ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SANOFI SA INHABER EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-13 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
46.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.25 |
Parity: |
-0.21 |
Time value: |
0.21 |
Break-even: |
102.10 |
Moneyness: |
0.98 |
Premium: |
0.04 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.02 |
Spread %: |
10.53% |
Delta: |
0.42 |
Theta: |
-0.04 |
Omega: |
19.62 |
Rho: |
0.04 |
Quote data
Open: |
0.180 |
High: |
0.200 |
Low: |
0.180 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+35.71% |
1 Month |
|
|
+72.73% |
3 Months |
|
|
+58.33% |
YTD |
|
|
-17.39% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.110 |
1M High / 1M Low: |
0.280 |
0.110 |
6M High / 6M Low: |
0.280 |
0.054 |
High (YTD): |
2024-01-10 |
0.460 |
Low (YTD): |
2024-06-19 |
0.054 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.146 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.161 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.118 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
377.83% |
Volatility 6M: |
|
334.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |