DZ Bank Call 80 SNW 20.09.2024
/ DE000DJ521K1
DZ Bank Call 80 SNW 20.09.2024/ DE000DJ521K1 /
8/16/2024 9:04:12 AM |
Chg.+0.06 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.87EUR |
+3.31% |
- Bid Size: - |
- Ask Size: - |
SANOFI SA INHABER ... |
80.00 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
11/1/2023 |
Last trading day: |
8/16/2024 |
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): |
7/26/2024 |
1.82 |
Low (YTD): |
4/19/2024 |
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: |
|
- |