DZ Bank Call 80 GOB 21.06.2024
/ DE000DJ7RJ45
DZ Bank Call 80 GOB 21.06.2024/ DE000DJ7RJ45 /
| 2024-05-31 9:35:07 PM |
Chg.0.000 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
0.00% |
0.210
Bid Size: 4,000 |
0.290
Ask Size: 4,000 |
ST GOBAIN ... |
80.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ7RJ4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ST GOBAIN EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
0.06 |
| Time value: |
0.23 |
| Break-even: |
82.90 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.08 |
| Spread %: |
38.10% |
| Delta: |
0.56 |
| Theta: |
-0.07 |
| Omega: |
15.63 |
| Rho: |
0.02 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.130 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.14% |
| 1 Month |
|
|
+258.49% |
| 3 Months |
|
|
+251.85% |
| YTD |
|
|
+90.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.190 |
| 1M High / 1M Low: |
0.380 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-15 |
0.380 |
| Low (YTD): |
2024-01-23 |
0.015 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.225 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
352.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
