DZ Bank Call 35 SMHN 20.12.2024
/ DE000DJ88A19
DZ Bank Call 35 SMHN 20.12.2024/ DE000DJ88A19 /
| 02/09/2024 08:05:00 |
Chg.+0.06 |
Bid10:23:10 |
Ask10:23:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.28EUR |
+2.70% |
2.24
Bid Size: 50,000 |
2.34
Ask Size: 50,000 |
SUESS MICROTEC SE NA... |
35.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ88A1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SUESS MICROTEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
06/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.38 |
| Intrinsic value: |
2.31 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.60 |
| Parity: |
2.31 |
| Time value: |
0.25 |
| Break-even: |
60.60 |
| Moneyness: |
1.66 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.30 |
| Spread %: |
13.27% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
2.02 |
| Rho: |
0.08 |
Quote data
| Open: |
2.28 |
| High: |
2.28 |
| Low: |
2.28 |
| Previous Close: |
2.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.28% |
| 1 Month |
|
|
-6.17% |
| 3 Months |
|
|
+11.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.22 |
1.77 |
| 1M High / 1M Low: |
2.44 |
1.49 |
| 6M High / 6M Low: |
3.36 |
0.66 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.83% |
| Volatility 6M: |
|
159.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
