DZ Bank Call 8 GYC 21.06.2024
/ DE000DJ47X04
DZ Bank Call 8 GYC 21.06.2024/ DE000DJ47X04 /
| 2024-05-15 9:34:57 AM |
Chg.+0.190 |
Bid2024-05-15 |
Ask2024-05-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.000EUR |
+6.76% |
3.000
Bid Size: 12,500 |
3.100
Ask Size: 12,500 |
GRAND CITY PROPERT.E... |
8.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ47X0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GRAND CITY PROPERT.EO-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-30 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.89 |
| Intrinsic value: |
2.86 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.37 |
| Parity: |
2.86 |
| Time value: |
0.31 |
| Break-even: |
11.17 |
| Moneyness: |
1.36 |
| Premium: |
0.03 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.30 |
| Spread %: |
10.45% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
2.97 |
| Rho: |
0.01 |
Quote data
| Open: |
2.820 |
| High: |
3.000 |
| Low: |
2.820 |
| Previous Close: |
2.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.29% |
| 1 Month |
|
|
+13.64% |
| 3 Months |
|
|
+150.00% |
| YTD |
|
|
+19.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.900 |
2.720 |
| 1M High / 1M Low: |
2.900 |
1.770 |
| 6M High / 6M Low: |
2.900 |
1.020 |
| High (YTD): |
2024-05-09 |
2.900 |
| Low (YTD): |
2024-03-04 |
1.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.386 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.846 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.78% |
| Volatility 6M: |
|
149.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
