DZ Bank Call 120 KRN 20.09.2024
/ DE000DJ26VR5
DZ Bank Call 120 KRN 20.09.2024/ DE000DJ26VR5 /
| 2024-06-07 6:13:11 PM |
Chg.+0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+1.19% |
-
Bid Size: - |
-
Ask Size: - |
KRONES AG O.N. |
120.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26VR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
KRONES AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
0.34 |
| Time value: |
0.55 |
| Break-even: |
128.90 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
7.23% |
| Delta: |
0.64 |
| Theta: |
-0.04 |
| Omega: |
8.88 |
| Rho: |
0.20 |
Quote data
| Open: |
0.860 |
| High: |
0.870 |
| Low: |
0.830 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.61% |
| 1 Month |
|
|
-40.56% |
| 3 Months |
|
|
+41.67% |
| YTD |
|
|
+44.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.840 |
| 1M High / 1M Low: |
1.430 |
0.840 |
| 6M High / 6M Low: |
1.430 |
0.280 |
| High (YTD): |
2024-05-08 |
1.430 |
| Low (YTD): |
2024-02-28 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.780 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.02% |
| Volatility 6M: |
|
180.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
