DZ Bank Call 200 SND 20.12.2024
/ DE000DJ39JB7
DZ Bank Call 200 SND 20.12.2024/ DE000DJ39JB7 /
| 08/10/2024 09:05:36 |
Chg.- |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.08EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SCHNEIDER ELEC. INH.... |
200.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
19/07/2023 |
| Last trading day: |
08/10/2024 |
| 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: |
4.08 |
| High: |
4.08 |
| Low: |
4.08 |
| Previous Close: |
3.91 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+25.15% |
| 3 Months |
|
|
+0.49% |
| YTD |
|
|
+288.57% |
| 1 Year |
|
|
+1002.70% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.08 |
4.08 |
| 1M High / 1M Low: |
4.87 |
3.20 |
| 6M High / 6M Low: |
4.87 |
1.60 |
| High (YTD): |
26/09/2024 |
4.87 |
| Low (YTD): |
17/01/2024 |
0.69 |
| 52W High: |
26/09/2024 |
4.87 |
| 52W Low: |
25/10/2023 |
0.14 |
| Avg. price 1W: |
|
4.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.32 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
123.92% |
| Volatility 6M: |
|
136.26% |
| Volatility 1Y: |
|
163.46% |
| Volatility 3Y: |
|
- |
