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DZ Bank Call 200 SND 20.09.2024/  DE000DJ260A7  /

Frankfurt Zert./DZB
2024-08-08  11:34:52 AM Chg.+0.070 Bid11:36:41 AM Ask11:36:41 AM Underlying Strike price Expiration date Option type
1.300EUR +5.69% 1.300
Bid Size: 25,000		 1.320
Ask Size: 25,000		 SCHNEIDER ELEC. INH.... 200.00 EUR 2024-09-20 Call
 

Master data

WKN: DJ260A
Issuer: DZ Bank AG
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 200.00 EUR
Maturity: 2024-09-20
Issue date: 2023-10-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.23
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 0.94
Implied volatility: 0.24
Historic volatility: 0.23
Parity: 0.94
Time value: 0.36
Break-even: 212.90
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.10
Spread %: 8.40%
Delta: 0.74
Theta: -0.08
Omega: 12.08
Rho: 0.17
 

Quote data

Open: 1.270
High: 1.380
Low: 1.270
Previous Close: 1.230
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.42%
1 Month
  -60.00%
3 Months
  -58.33%
YTD  
+73.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.720 0.980
1M High / 1M Low: 3.830 0.980
6M High / 6M Low: 4.050 0.980
High (YTD): 2024-06-12 4.050
Low (YTD): 2024-01-17 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   1.256
Avg. volume 1W:   0.000
Avg. price 1M:   2.544
Avg. volume 1M:   0.000
Avg. price 6M:   2.549
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   248.40%
Volatility 6M:   170.26%
Volatility 1Y:   -
Volatility 3Y:   -