DZ Bank Call 6.25 ENL 20.09.2024
/ DE000DJ26T13
DZ Bank Call 6.25 ENL 20.09.2024/ DE000DJ26T13 /
| 2024-05-31 9:35:11 PM |
Chg.0.000 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
0.00% |
0.530
Bid Size: 6,500 |
0.610
Ask Size: 6,500 |
ENEL S.P.A. ... |
6.25 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26T1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENEL S.P.A. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.25 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
0.41 |
| Time value: |
0.20 |
| Break-even: |
6.86 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.08 |
| Spread %: |
15.09% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
8.15 |
| Rho: |
0.01 |
Quote data
| Open: |
0.490 |
| High: |
0.520 |
| Low: |
0.460 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.60% |
| 1 Month |
|
|
+142.86% |
| 3 Months |
|
|
+240.00% |
| YTD |
|
|
-25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.450 |
| 1M High / 1M Low: |
0.670 |
0.280 |
| 6M High / 6M Low: |
0.680 |
0.050 |
| High (YTD): |
2024-05-17 |
0.670 |
| Low (YTD): |
2024-04-16 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.497 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.378 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.30% |
| Volatility 6M: |
|
316.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
