DZ Bank Call 80 SNW 20.09.2024
/ DE000DJ521K1
DZ Bank Call 80 SNW 20.09.2024/ DE000DJ521K1 /
| 16/08/2024 09:04:12 |
Chg.+0.06 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.87EUR |
+3.31% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
80.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
DJ521K |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
01/11/2023 |
| Last trading day: |
16/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.25 |
| Parity: |
1.80 |
| Time value: |
0.13 |
| Break-even: |
99.20 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
2.13% |
| Delta: |
0.89 |
| Theta: |
-0.05 |
| Omega: |
4.55 |
| Rho: |
0.07 |
Quote data
| Open: |
1.87 |
| High: |
1.87 |
| Low: |
1.87 |
| Previous Close: |
1.81 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.15% |
| 1 Month |
|
|
+37.50% |
| 3 Months |
|
|
+44.96% |
| YTD |
|
|
+54.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.61 |
| 1M High / 1M Low: |
1.82 |
1.32 |
| 6M High / 6M Low: |
1.82 |
0.70 |
| High (YTD): |
26/07/2024 |
1.82 |
| Low (YTD): |
19/04/2024 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.25% |
| Volatility 6M: |
|
135.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
