DZ Bank Call 54 SMHN 20.12.2024
/ DE000DQ3JF63
DZ Bank Call 54 SMHN 20.12.2024/ DE000DQ3JF63 /
| 9/2/2024 8:23:04 AM |
Chg.+0.050 |
Bid1:13:00 PM |
Ask1:13:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+5.56% |
0.930
Bid Size: 50,000 |
0.980
Ask Size: 50,000 |
SUESS MICROTEC SE NA... |
54.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DQ3JF6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SUESS MICROTEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
5/13/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.60 |
| Parity: |
0.41 |
| Time value: |
0.67 |
| Break-even: |
64.80 |
| Moneyness: |
1.08 |
| Premium: |
0.12 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.15 |
| Spread %: |
16.13% |
| Delta: |
0.66 |
| Theta: |
-0.04 |
| Omega: |
3.55 |
| Rho: |
0.08 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.68% |
| 1 Month |
|
|
-6.86% |
| 3 Months |
|
|
+17.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.620 |
| 1M High / 1M Low: |
1.100 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.696 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.889 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
