DZ Bank Call 110 KRN 20.09.2024
/ DE000DJ6KZG5
DZ Bank Call 110 KRN 20.09.2024/ DE000DJ6KZG5 /
| 2024-06-07 6:14:19 PM |
Chg.0.00 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.61EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
KRONES AG O.N. |
110.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ6KZG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
KRONES AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
1.34 |
| Time value: |
0.34 |
| Break-even: |
126.80 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.09 |
| Spread %: |
5.66% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
5.93 |
| Rho: |
0.24 |
Quote data
| Open: |
1.63 |
| High: |
1.65 |
| Low: |
1.59 |
| Previous Close: |
1.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.85% |
| 1 Month |
|
|
-29.39% |
| 3 Months |
|
|
+35.29% |
| YTD |
|
|
+47.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.83 |
1.61 |
| 1M High / 1M Low: |
2.28 |
1.61 |
| 6M High / 6M Low: |
2.28 |
0.63 |
| High (YTD): |
2024-05-08 |
2.28 |
| Low (YTD): |
2024-01-03 |
0.85 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.55% |
| Volatility 6M: |
|
123.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
