DZ Bank Call 16 1U1 20.09.2024
/ DE000DJ20J45
DZ Bank Call 16 1U1 20.09.2024/ DE000DJ20J45 /
| 2024-05-28 11:09:34 AM |
Chg.+0.13 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.54EUR |
+5.39% |
-
Bid Size: - |
-
Ask Size: - |
1+1 AG INH O.N. |
16.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20J4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.33 |
| Parity: |
1.40 |
| Time value: |
1.17 |
| Break-even: |
18.57 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.18 |
| Spread %: |
7.53% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
4.70 |
| Rho: |
0.03 |
Quote data
| Open: |
2.39 |
| High: |
2.54 |
| Low: |
2.39 |
| Previous Close: |
2.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.40% |
| 1 Month |
|
|
+6.28% |
| 3 Months |
|
|
-9.29% |
| YTD |
|
|
-35.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.54 |
2.27 |
| 1M High / 1M Low: |
2.65 |
1.91 |
| 6M High / 6M Low: |
4.68 |
1.59 |
| High (YTD): |
2024-01-24 |
4.68 |
| Low (YTD): |
2024-04-16 |
1.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.16% |
| Volatility 6M: |
|
122.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
