DZ Bank Call 52.5 SHL 20.09.2024
/ DE000DJ260P5
DZ Bank Call 52.5 SHL 20.09.2024/ DE000DJ260P5 /
| 8/2/2024 9:35:19 PM |
Chg.+0.008 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.072EUR |
+12.50% |
0.072
Bid Size: 15,000 |
0.092
Ask Size: 15,000 |
SIEMENS HEALTH.AG NA... |
52.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ260P |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
53.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
-0.36 |
| Time value: |
0.09 |
| Break-even: |
53.42 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.02 |
| Spread %: |
27.78% |
| Delta: |
0.29 |
| Theta: |
-0.02 |
| Omega: |
15.51 |
| Rho: |
0.02 |
Quote data
| Open: |
0.056 |
| High: |
0.072 |
| Low: |
0.053 |
| Previous Close: |
0.064 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-74.29% |
| 1 Month |
|
|
-75.17% |
| 3 Months |
|
|
-76.77% |
| YTD |
|
|
-84.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.064 |
| 1M High / 1M Low: |
0.430 |
0.064 |
| 6M High / 6M Low: |
0.710 |
0.064 |
| High (YTD): |
3/8/2024 |
0.710 |
| Low (YTD): |
8/1/2024 |
0.064 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.175 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.403 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
336.58% |
| Volatility 6M: |
|
192.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
