DZ Bank Call 10 GYC 20.12.2024
/ DE000DJ47X20
DZ Bank Call 10 GYC 20.12.2024/ DE000DJ47X20 /
| 2024-06-10 12:35:15 PM |
Chg.+0.020 |
Bid12:35:49 PM |
Ask12:35:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
+1.24% |
1.620
Bid Size: 12,500 |
1.680
Ask Size: 12,500 |
GRAND CITY PROPERT.E... |
10.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ47X2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GRAND CITY PROPERT.EO-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-30 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.37 |
| Parity: |
1.37 |
| Time value: |
0.41 |
| Break-even: |
11.78 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.18 |
| Spread %: |
11.25% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
5.24 |
| Rho: |
0.04 |
Quote data
| Open: |
1.580 |
| High: |
1.650 |
| Low: |
1.570 |
| Previous Close: |
1.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.54% |
| 1 Month |
|
|
-4.12% |
| 3 Months |
|
|
+154.69% |
| YTD |
|
|
+18.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.160 |
1.610 |
| 1M High / 1M Low: |
2.280 |
1.610 |
| 6M High / 6M Low: |
2.280 |
0.420 |
| High (YTD): |
2024-05-22 |
2.280 |
| Low (YTD): |
2024-02-26 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.942 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.980 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.167 |
| Avg. volume 6M: |
|
1.613 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.73% |
| Volatility 6M: |
|
215.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
