DZ Bank Call 95 KRN 20.09.2024
/ DE000DJ26VP9
DZ Bank Call 95 KRN 20.09.2024/ DE000DJ26VP9 /
| 2024-05-27 12:34:57 PM |
Chg.+0.020 |
Bid9:58:06 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.320EUR |
+0.61% |
-
Bid Size: - |
-
Ask Size: - |
KRONES AG O.N. |
95.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26VP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
KRONES AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-05-28 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.94 |
| Intrinsic value: |
2.84 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.23 |
| Parity: |
2.84 |
| Time value: |
0.34 |
| Break-even: |
126.80 |
| Moneyness: |
1.30 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.87 |
| Theta: |
-0.04 |
| Omega: |
3.39 |
| Rho: |
0.22 |
Quote data
| Open: |
3.290 |
| High: |
3.400 |
| Low: |
3.290 |
| Previous Close: |
3.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.78% |
| 3 Months |
|
|
+43.72% |
| YTD |
|
|
+54.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.680 |
3.050 |
| 6M High / 6M Low: |
3.680 |
1.510 |
| High (YTD): |
2024-05-08 |
3.680 |
| Low (YTD): |
2024-01-05 |
1.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.304 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.537 |
| Avg. volume 6M: |
|
44.828 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.50% |
| Volatility 6M: |
|
80.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
