DZ Bank Call 100 KRN 20.09.2024
/ DE000DJ26VQ7
DZ Bank Call 100 KRN 20.09.2024/ DE000DJ26VQ7 /
| 2024-05-31 9:34:48 PM |
Chg.+0.110 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.620EUR |
+4.38% |
2.640
Bid Size: 3,000 |
2.790
Ask Size: 3,000 |
KRONES AG O.N. |
100.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26VQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
KRONES AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.73 |
| Intrinsic value: |
2.60 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
2.60 |
| Time value: |
0.20 |
| Break-even: |
128.00 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.15 |
| Spread %: |
5.66% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
4.15 |
| Rho: |
0.27 |
Quote data
| Open: |
2.510 |
| High: |
2.630 |
| Low: |
2.410 |
| Previous Close: |
2.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.76% |
| 1 Month |
|
|
+6.50% |
| 3 Months |
|
|
+44.75% |
| YTD |
|
|
+48.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.790 |
2.510 |
| 1M High / 1M Low: |
3.190 |
2.460 |
| 6M High / 6M Low: |
3.190 |
1.160 |
| High (YTD): |
2024-05-08 |
3.190 |
| Low (YTD): |
2024-01-05 |
1.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.735 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.099 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.57% |
| Volatility 6M: |
|
92.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
