DZ Bank Call 8 GYC 21.06.2024
/ DE000DJ47X04
DZ Bank Call 8 GYC 21.06.2024/ DE000DJ47X04 /
| 2024-05-15 8:27:55 AM |
Chg.-0.07 |
Bid11:41:36 AM |
Ask11:41:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.82EUR |
-2.42% |
3.14
Bid Size: 12,500 |
3.24
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: |
3.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.79 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.37 |
| Parity: |
2.76 |
| Time value: |
0.35 |
| Break-even: |
11.10 |
| Moneyness: |
1.34 |
| Premium: |
0.03 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.30 |
| Spread %: |
10.71% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
2.97 |
| Rho: |
0.01 |
Quote data
| Open: |
2.82 |
| High: |
2.82 |
| Low: |
2.82 |
| Previous Close: |
2.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.92% |
| 1 Month |
|
|
+2.92% |
| 3 Months |
|
|
+147.37% |
| YTD |
|
|
+11.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.93 |
2.73 |
| 1M High / 1M Low: |
2.93 |
1.82 |
| 6M High / 6M Low: |
2.93 |
1.04 |
| High (YTD): |
2024-05-10 |
2.93 |
| Low (YTD): |
2024-03-05 |
1.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.40% |
| Volatility 6M: |
|
151.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
