DZ Bank Call 200 SND 20.09.2024
/ DE000DJ260A7
DZ Bank Call 200 SND 20.09.2024/ DE000DJ260A7 /
| 2024-07-11 9:34:46 PM |
Chg.+0.110 |
Bid9:58:52 PM |
Ask9:58:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.300EUR |
+3.45% |
3.300
Bid Size: 1,250 |
3.400
Ask Size: 1,250 |
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: |
6.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.99 |
| Intrinsic value: |
2.79 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
2.79 |
| Time value: |
0.53 |
| Break-even: |
233.10 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.10 |
| Spread %: |
3.12% |
| Delta: |
0.82 |
| Theta: |
-0.08 |
| Omega: |
5.66 |
| Rho: |
0.30 |
Quote data
| Open: |
3.150 |
| High: |
3.350 |
| Low: |
3.140 |
| Previous Close: |
3.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.51% |
| 1 Month |
|
|
+4.76% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
+340.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.420 |
2.910 |
| 1M High / 1M Low: |
4.050 |
2.780 |
| 6M High / 6M Low: |
4.050 |
0.440 |
| High (YTD): |
2024-06-12 |
4.050 |
| Low (YTD): |
2024-01-17 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.213 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.266 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.62% |
| Volatility 6M: |
|
152.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
