DZ Bank Call 6.25 ENL 20.09.2024
/ DE000DJ26T13
DZ Bank Call 6.25 ENL 20.09.2024/ DE000DJ26T13 /
| 2024-06-07 9:09:24 AM |
Chg.+0.020 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+3.17% |
-
Bid Size: - |
-
Ask Size: - |
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: |
11.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
0.46 |
| Time value: |
0.15 |
| Break-even: |
6.86 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
7.02% |
| Delta: |
0.80 |
| Theta: |
0.00 |
| Omega: |
8.76 |
| Rho: |
0.01 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.30% |
| 1 Month |
|
|
+85.71% |
| 3 Months |
|
|
+140.74% |
| YTD |
|
|
-5.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.550 |
| 1M High / 1M Low: |
0.710 |
0.350 |
| 6M High / 6M Low: |
0.710 |
0.100 |
| High (YTD): |
2024-05-16 |
0.710 |
| Low (YTD): |
2024-04-11 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.553 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.386 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.75% |
| Volatility 6M: |
|
177.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
