DZ Bank Call 200 SND 20.06.2025
/ DE000DJ748J2
DZ Bank Call 200 SND 20.06.2025/ DE000DJ748J2 /
| 15/10/2024 11:04:51 |
Chg.-0.040 |
Bid11:15:22 |
Ask11:15:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.250EUR |
-0.76% |
5.250
Bid Size: 26,000 |
5.260
Ask Size: 26,000 |
SCHNEIDER ELEC. INH.... |
200.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ748J |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
03/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.08 |
| Intrinsic value: |
4.37 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
4.37 |
| Time value: |
0.98 |
| Break-even: |
253.40 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
0.95% |
| Delta: |
0.85 |
| Theta: |
-0.04 |
| Omega: |
3.86 |
| Rho: |
1.04 |
Quote data
| Open: |
5.420 |
| High: |
5.420 |
| Low: |
5.250 |
| Previous Close: |
5.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
+36.36% |
| 3 Months |
|
|
+16.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.290 |
4.940 |
| 1M High / 1M Low: |
5.470 |
3.950 |
| 6M High / 6M Low: |
5.470 |
2.340 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.755 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.038 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.94% |
| Volatility 6M: |
|
105.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
