DZ Bank Call 55 SHL 20.09.2024
/ DE000DJ23Q68
DZ Bank Call 55 SHL 20.09.2024/ DE000DJ23Q68 /
| 2024-08-02 8:11:28 AM |
Chg.-0.009 |
Bid9:39:35 PM |
Ask9:39:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.014EUR |
-39.13% |
0.014
Bid Size: 30,000 |
0.034
Ask Size: 30,000 |
SIEMENS HEALTH.AG NA... |
55.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23Q6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
141.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
-0.57 |
| Time value: |
0.04 |
| Break-even: |
55.35 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
1.35 |
| Spread abs.: |
0.02 |
| Spread %: |
133.33% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
21.12 |
| Rho: |
0.01 |
Quote data
| Open: |
0.014 |
| High: |
0.014 |
| Low: |
0.014 |
| Previous Close: |
0.023 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-89.23% |
| 1 Month |
|
|
-91.76% |
| 3 Months |
|
|
-93.64% |
| YTD |
|
|
-96.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.023 |
| 1M High / 1M Low: |
0.260 |
0.023 |
| 6M High / 6M Low: |
0.540 |
0.023 |
| High (YTD): |
2024-03-11 |
0.540 |
| Low (YTD): |
2024-08-01 |
0.023 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.165 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.272 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
393.46% |
| Volatility 6M: |
|
259.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
