DZ Bank Call 50 SHL 20.09.2024
/ DE000DJ23Q50
DZ Bank Call 50 SHL 20.09.2024/ DE000DJ23Q50 /
| 2024-08-02 7:34:43 PM |
Chg.-0.010 |
Bid2024-08-02 |
Ask2024-08-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-6.67% |
0.140
Bid Size: 30,000 |
0.160
Ask Size: 30,000 |
SIEMENS HEALTH.AG NA... |
50.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23Q5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
-0.07 |
| Time value: |
0.17 |
| Break-even: |
51.70 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
13.33% |
| Delta: |
0.49 |
| Theta: |
-0.02 |
| Omega: |
14.08 |
| Rho: |
0.03 |
Quote data
| Open: |
0.140 |
| High: |
0.150 |
| Low: |
0.120 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-69.57% |
| 1 Month |
|
|
-72.00% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
-77.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.150 |
| 1M High / 1M Low: |
0.640 |
0.150 |
| 6M High / 6M Low: |
0.900 |
0.150 |
| High (YTD): |
2024-03-08 |
0.900 |
| Low (YTD): |
2024-08-01 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.475 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.575 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.37% |
| Volatility 6M: |
|
158.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
