DZ Bank Call 65 AZ2 20.09.2024
/ DE000DJ7EN36
DZ Bank Call 65 AZ2 20.09.2024/ DE000DJ7EN36 /
| 2024-06-10 9:08:30 AM |
Chg.-0.011 |
Bid3:47:42 PM |
Ask3:47:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
-28.21% |
0.029
Bid Size: 50,000 |
0.039
Ask Size: 50,000 |
ANDRITZ AG |
65.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ7EN3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
90.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.23 |
| Parity: |
-0.78 |
| Time value: |
0.06 |
| Break-even: |
65.63 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.03 |
| Spread %: |
90.91% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
16.25 |
| Rho: |
0.03 |
Quote data
| Open: |
0.028 |
| High: |
0.028 |
| Low: |
0.028 |
| Previous Close: |
0.039 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.56% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
-81.33% |
| YTD |
|
|
-80.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.051 |
0.018 |
| 1M High / 1M Low: |
0.051 |
0.001 |
| 6M High / 6M Low: |
0.290 |
0.001 |
| High (YTD): |
2024-02-22 |
0.290 |
| Low (YTD): |
2024-05-30 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.101 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
3,571.05% |
| Volatility 6M: |
|
2,757.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
