DZ Bank Call 11 GYC 20.09.2024
/ DE000DJ7RN07
DZ Bank Call 11 GYC 20.09.2024/ DE000DJ7RN07 /
| 2024-06-11 8:28:16 AM |
Chg.-0.040 |
Bid3:48:26 PM |
Ask3:48:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-6.15% |
0.570
Bid Size: 12,500 |
0.630
Ask Size: 12,500 |
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: |
14.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.37 |
| Parity: |
0.37 |
| Time value: |
0.39 |
| Break-even: |
11.76 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.18 |
| Spread %: |
31.03% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
10.09 |
| Rho: |
0.02 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.99% |
| 1 Month |
|
|
-31.46% |
| 3 Months |
|
|
+125.93% |
| YTD |
|
|
-22.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.650 |
| 1M High / 1M Low: |
1.300 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-23 |
1.300 |
| Low (YTD): |
2024-02-28 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.942 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.015 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
