DZ Bank Call 11 GYC 21.06.2024
/ DE000DJ7RNZ4
DZ Bank Call 11 GYC 21.06.2024/ DE000DJ7RNZ4 /
| 2024-05-15 8:34:53 AM |
Chg.-0.010 |
Bid2024-05-15 |
Ask2024-05-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-2.33% |
0.420
Bid Size: 4,375 |
0.570
Ask Size: 4,375 |
GRAND CITY PROPERT.E... |
11.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ7RNZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GRAND CITY PROPERT.EO-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.37 |
| Parity: |
-0.14 |
| Time value: |
0.66 |
| Break-even: |
11.66 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.18 |
| Spread %: |
37.50% |
| Delta: |
0.51 |
| Theta: |
-0.01 |
| Omega: |
8.41 |
| Rho: |
0.01 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
+500.00% |
| YTD |
|
|
-36.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.420 |
| 1M High / 1M Low: |
0.520 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-12 |
0.560 |
| Low (YTD): |
2024-03-04 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.327 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
426.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
