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DZ Bank Call 200 SND 20.12.2024/  DE000DJ39JB7  /

Frankfurt Zert./DZB
10/8/2024  12:34:53 PM Chg.+0.310 Bid9:59:35 PM Ask- Underlying Strike price Expiration date Option type
4.190EUR +7.99% -
Bid Size: -		 -
Ask Size: -		 SCHNEIDER ELEC. INH.... 200.00 - 12/20/2024 Call
 

Master data

WKN: DJ39JB
Issuer: DZ Bank AG
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 12/20/2024
Issue date: 7/19/2023
Last trading day: 10/8/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.32
Leverage: Yes

Calculated values

Fair value: 4.50
Intrinsic value: 4.37
Implied volatility: 0.33
Historic volatility: 0.24
Parity: 4.37
Time value: 0.22
Break-even: 245.80
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.05
Omega: 4.98
Rho: 0.33
 

Quote data

Open: 4.070
High: 4.190
Low: 4.060
Previous Close: 3.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+30.94%
3 Months  
+7.44%
YTD  
+299.05%
1 Year  
+1032.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.190 4.190
1M High / 1M Low: 4.940 3.320
6M High / 6M Low: 4.940 1.670
High (YTD): 9/26/2024 4.940
Low (YTD): 1/9/2024 0.690
52W High: 9/26/2024 4.940
52W Low: 10/26/2023 0.150
Avg. price 1W:   4.190
Avg. volume 1W:   0.000
Avg. price 1M:   4.058
Avg. volume 1M:   0.000
Avg. price 6M:   3.378
Avg. volume 6M:   0.000
Avg. price 1Y:   2.320
Avg. volume 1Y:   0.000
Volatility 1M:   129.78%
Volatility 6M:   132.58%
Volatility 1Y:   161.09%
Volatility 3Y:   -