DZ Bank Call 50 SHL 20.09.2024
/ DE000DJ23Q50
DZ Bank Call 50 SHL 20.09.2024/ DE000DJ23Q50 /
| 9/6/2024 9:35:04 PM |
Chg.-0.040 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-26.67% |
0.110
Bid Size: 15,000 |
0.130
Ask Size: 15,000 |
SIEMENS HEALTH.AG NA... |
50.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
38.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
0.05 |
| Time value: |
0.08 |
| Break-even: |
51.30 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.02 |
| Spread %: |
18.18% |
| Delta: |
0.61 |
| Theta: |
-0.04 |
| Omega: |
23.62 |
| Rho: |
0.01 |
Quote data
| Open: |
0.130 |
| High: |
0.140 |
| Low: |
0.110 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-63.33% |
| 1 Month |
|
|
-15.38% |
| 3 Months |
|
|
-82.81% |
| YTD |
|
|
-82.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.110 |
| 1M High / 1M Low: |
0.300 |
0.110 |
| 6M High / 6M Low: |
0.900 |
0.110 |
| High (YTD): |
3/8/2024 |
0.900 |
| Low (YTD): |
9/6/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.207 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.477 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.61% |
| Volatility 6M: |
|
187.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
