DZ Bank Call 48 SMHN 20.12.2024
/ DE000DQ0QZ22
DZ Bank Call 48 SMHN 20.12.2024/ DE000DQ0QZ22 /
| 2024-09-02 8:23:30 AM |
Chg.-0.02 |
Bid10:48:46 AM |
Ask10:48:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
-1.53% |
1.23
Bid Size: 50,000 |
1.30
Ask Size: 50,000 |
SUESS MICROTEC SE NA... |
48.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DQ0QZ2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SUESS MICROTEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.60 |
| Parity: |
1.01 |
| Time value: |
0.46 |
| Break-even: |
62.70 |
| Moneyness: |
1.21 |
| Premium: |
0.08 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.21 |
| Spread %: |
16.67% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
3.00 |
| Rho: |
0.09 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.00% |
| 1 Month |
|
|
-3.73% |
| 3 Months |
|
|
+14.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
0.91 |
| 1M High / 1M Low: |
1.45 |
0.91 |
| 6M High / 6M Low: |
2.23 |
0.30 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
86.61 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.31% |
| Volatility 6M: |
|
209.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
