DZ Bank Call 11 GYC 20.09.2024
/ DE000DJ7RN07
DZ Bank Call 11 GYC 20.09.2024/ DE000DJ7RN07 /
| 2024-05-31 7:34:32 PM |
Chg.+0.020 |
Bid7:59:02 PM |
Ask7:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+2.08% |
0.970
Bid Size: 3,125 |
1.140
Ask Size: 3,125 |
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: |
10.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.37 |
| Parity: |
0.37 |
| Time value: |
0.76 |
| Break-even: |
12.13 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.18 |
| Spread %: |
18.95% |
| Delta: |
0.63 |
| Theta: |
0.00 |
| Omega: |
6.32 |
| Rho: |
0.02 |
Quote data
| Open: |
0.940 |
| High: |
1.000 |
| Low: |
0.930 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.97% |
| 1 Month |
|
|
+25.64% |
| 3 Months |
|
|
+1125.00% |
| YTD |
|
|
+28.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.780 |
| 1M High / 1M Low: |
1.300 |
0.760 |
| 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: |
|
0.990 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.995 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
