DZ Bank Call 50 SMHN 20.12.2024/  DE000DQ28F83  /

EUWAX
20/09/2024  08:12:54 Chg.-0.22 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
1.01EUR -17.89% -
Bid Size: -
-
Ask Size: -
SUESS MICROTEC SE NA... 50.00 EUR 20/12/2024 Call
 

Master data

WKN: DQ28F8
Issuer: DZ Bank AG
Currency: EUR
Underlying: SUESS MICROTEC SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 20/12/2024
Issue date: 03/05/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.91
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 0.65
Implied volatility: 0.72
Historic volatility: 0.61
Parity: 0.65
Time value: 0.50
Break-even: 61.50
Moneyness: 1.13
Premium: 0.09
Premium p.a.: 0.41
Spread abs.: 0.15
Spread %: 15.00%
Delta: 0.71
Theta: -0.04
Omega: 3.47
Rho: 0.07
 

Quote data

Open: 1.01
High: 1.01
Low: 1.01
Previous Close: 1.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.06%
1 Month
  -24.06%
3 Months
  -33.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 0.89
1M High / 1M Low: 1.33 0.66
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.02
Avg. volume 1W:   0.00
Avg. price 1M:   0.96
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -