DZ Bank Call 200 SND 20.06.2025
/ DE000DJ748J2
DZ Bank Call 200 SND 20.06.2025/ DE000DJ748J2 /
| 8/8/2024 9:16:45 AM |
Chg.+0.02 |
Bid3:56:54 PM |
Ask3:56:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.73EUR |
+0.74% |
2.77
Bid Size: 25,000 |
2.81
Ask Size: 25,000 |
SCHNEIDER ELEC. INH.... |
200.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
1/3/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
0.94 |
| Time value: |
1.81 |
| Break-even: |
227.40 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.20 |
| Spread %: |
7.87% |
| Delta: |
0.67 |
| Theta: |
-0.04 |
| Omega: |
5.13 |
| Rho: |
0.98 |
Quote data
| Open: |
2.73 |
| High: |
2.73 |
| Low: |
2.73 |
| Previous Close: |
2.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-35.61% |
| 3 Months |
|
|
-31.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.64 |
2.32 |
| 1M High / 1M Low: |
4.67 |
2.32 |
| 6M High / 6M Low: |
4.99 |
1.96 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.37% |
| Volatility 6M: |
|
110.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
