DZ Bank Call 8 GYC 20.12.2024
/ DE000DJ47X12
DZ Bank Call 8 GYC 20.12.2024/ DE000DJ47X12 /
| 2024-05-29 9:04:54 AM |
Chg.+0.020 |
Bid9:16:42 AM |
Ask9:16:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.700EUR |
+0.54% |
3.650
Bid Size: 12,500 |
3.750
Ask Size: 12,500 |
GRAND CITY PROPERT.E... |
8.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ47X1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GRAND CITY PROPERT.EO-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-30 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.65 |
| Intrinsic value: |
3.37 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.37 |
| Parity: |
3.37 |
| Time value: |
0.55 |
| Break-even: |
11.92 |
| Moneyness: |
1.42 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.30 |
| Spread %: |
8.29% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
2.51 |
| Rho: |
0.03 |
Quote data
| Open: |
3.670 |
| High: |
3.700 |
| Low: |
3.670 |
| Previous Close: |
3.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.37% |
| 1 Month |
|
|
+35.53% |
| 3 Months |
|
|
+196.00% |
| YTD |
|
|
+42.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.910 |
3.520 |
| 1M High / 1M Low: |
3.910 |
2.730 |
| 6M High / 6M Low: |
3.910 |
1.200 |
| High (YTD): |
2024-05-22 |
3.910 |
| Low (YTD): |
2024-02-26 |
1.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.383 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.233 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.00% |
| Volatility 6M: |
|
132.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
