DZ Bank Call 11 GYC 20.09.2024
/ DE000DJ7RN07
DZ Bank Call 11 GYC 20.09.2024/ DE000DJ7RN07 /
| 2024-06-07 9:34:47 PM |
Chg.-0.140 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-17.28% |
-
Bid Size: - |
-
Ask Size: - |
GRAND CITY PROPERT.E... |
11.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ7RN0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GRAND CITY PROPERT.EO-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.37 |
| Parity: |
0.37 |
| Time value: |
0.48 |
| Break-even: |
11.85 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.18 |
| Spread %: |
26.87% |
| Delta: |
0.66 |
| Theta: |
0.00 |
| Omega: |
8.77 |
| Rho: |
0.02 |
Quote data
| Open: |
0.820 |
| High: |
0.850 |
| Low: |
0.670 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.93% |
| 1 Month |
|
|
-22.99% |
| 3 Months |
|
|
+235.00% |
| YTD |
|
|
-11.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.670 |
| 1M High / 1M Low: |
1.300 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-22 |
1.300 |
| Low (YTD): |
2024-02-26 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.954 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.013 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
