DZ Bank Call 9 GYC 20.09.2024
/ DE000DJ6JV73
DZ Bank Call 9 GYC 20.09.2024/ DE000DJ6JV73 /
| 2024-06-05 8:27:50 AM |
Chg.+0.05 |
Bid5:17:26 PM |
Ask5:17:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.62EUR |
+1.95% |
2.61
Bid Size: 12,500 |
2.71
Ask Size: 12,500 |
GRAND CITY PROPERT.E... |
9.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ6JV7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GRAND CITY PROPERT.EO-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
2.37 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.37 |
| Parity: |
2.37 |
| Time value: |
0.51 |
| Break-even: |
11.88 |
| Moneyness: |
1.26 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.30 |
| Spread %: |
11.63% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
3.24 |
| Rho: |
0.02 |
Quote data
| Open: |
2.62 |
| High: |
2.62 |
| Low: |
2.62 |
| Previous Close: |
2.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.55% |
| 1 Month |
|
|
+22.43% |
| 3 Months |
|
|
+344.07% |
| YTD |
|
|
+43.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.58 |
2.13 |
| 1M High / 1M Low: |
2.84 |
2.05 |
| 6M High / 6M Low: |
2.84 |
0.57 |
| High (YTD): |
2024-05-23 |
2.84 |
| Low (YTD): |
2024-02-28 |
0.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.17% |
| Volatility 6M: |
|
173.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
