DZ Bank Call 48 SMHN 20.12.2024
/ DE000DQ0QZ22
DZ Bank Call 48 SMHN 20.12.2024/ DE000DQ0QZ22 /
02/09/2024 08:23:30 |
Chg.-0.02 |
Bid13:07:32 |
Ask13:07:32 |
Underlying |
Strike price |
Expiration date |
Option type |
1.29EUR |
-1.53% |
1.30 Bid Size: 50,000 |
1.37 Ask Size: 50,000 |
SUESS MICROTEC SE NA... |
48.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
19/02/2024 |
Last trading day: |
19/12/2024 |
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: |
|
- |