DZ Bank Call 17.5 AAG/D 20.09.2024
/ DE000DJ6VUH1
DZ Bank Call 17.5 AAG/D 20.09.202.../ DE000DJ6VUH1 /
| 6/3/2024 8:09:16 AM |
Chg.-0.020 |
Bid2:50:28 PM |
Ask2:50:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-8.70% |
0.220
Bid Size: 25,000 |
0.250
Ask Size: 25,000 |
AUMANN AG INH O.N. |
17.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ6VUH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AUMANN AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/22/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.35 |
| Parity: |
0.09 |
| Time value: |
0.19 |
| Break-even: |
20.30 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.09 |
| Spread %: |
47.37% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
4.19 |
| Rho: |
0.03 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.53% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
+23.53% |
| YTD |
|
|
-38.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.160 |
| 1M High / 1M Low: |
0.230 |
0.120 |
| 6M High / 6M Low: |
0.340 |
0.110 |
| High (YTD): |
1/2/2024 |
0.320 |
| Low (YTD): |
3/18/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.178 |
| Avg. volume 1M: |
|
57.143 |
| Avg. price 6M: |
|
0.205 |
| Avg. volume 6M: |
|
19.355 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
319.95% |
| Volatility 6M: |
|
222.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
