DZ Bank Call 54 SHL 20.09.2024
/ DE000DJ6RC43
DZ Bank Call 54 SHL 20.09.2024/ DE000DJ6RC43 /
| 2024-08-02 8:11:14 AM |
Chg.-0.004 |
Bid7:53:01 PM |
Ask7:53:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
-10.53% |
0.042
Bid Size: 30,000 |
0.062
Ask Size: 30,000 |
SIEMENS HEALTH.AG NA... |
54.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ6RC4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
105.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
-0.47 |
| Time value: |
0.05 |
| Break-even: |
54.47 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.02 |
| Spread %: |
74.07% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
20.26 |
| Rho: |
0.01 |
Quote data
| Open: |
0.034 |
| High: |
0.034 |
| Low: |
0.034 |
| Previous Close: |
0.038 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-81.11% |
| 1 Month |
|
|
-84.55% |
| 3 Months |
|
|
-86.92% |
| YTD |
|
|
-91.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.038 |
| 1M High / 1M Low: |
0.320 |
0.038 |
| 6M High / 6M Low: |
0.610 |
0.038 |
| High (YTD): |
2024-03-08 |
0.610 |
| Low (YTD): |
2024-08-01 |
0.038 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.213 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.322 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
350.99% |
| Volatility 6M: |
|
231.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
