DZ Bank Call 80 SIX2 21.06.2024
/ DE000DJ2SC87
DZ Bank Call 80 SIX2 21.06.2024/ DE000DJ2SC87 /
| 2024-05-23 11:06:11 AM |
Chg.-0.030 |
Bid11:18:00 AM |
Ask11:18:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-15.00% |
0.180
Bid Size: 20,000 |
0.190
Ask Size: 20,000 |
SIXT SE ST O.N. |
80.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ2SC8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
32.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.32 |
| Parity: |
-0.11 |
| Time value: |
0.24 |
| Break-even: |
82.40 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.03 |
| Spread %: |
14.29% |
| Delta: |
0.47 |
| Theta: |
-0.05 |
| Omega: |
15.42 |
| Rho: |
0.03 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.170 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.43% |
| 1 Month |
|
|
-86.40% |
| 3 Months |
|
|
-82.11% |
| YTD |
|
|
-92.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.200 |
| 1M High / 1M Low: |
1.330 |
0.200 |
| 6M High / 6M Low: |
2.370 |
0.200 |
| High (YTD): |
2024-01-02 |
2.370 |
| Low (YTD): |
2024-05-22 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.627 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.284 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
361.62% |
| Volatility 6M: |
|
221.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
