DZ Bank Call 10 BOY 20.09.2024
/ DE000DJ20QR8
DZ Bank Call 10 BOY 20.09.2024/ DE000DJ20QR8 /
| 2024-05-17 4:04:27 PM |
Chg.+0.030 |
Bid4:16:15 PM |
Ask4:16:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+4.69% |
0.670
Bid Size: 50,000 |
0.680
Ask Size: 50,000 |
BCO BIL.VIZ.ARG.NOM.... |
10.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20QR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-0.03 |
| Time value: |
0.67 |
| Break-even: |
10.67 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
6.35% |
| Delta: |
0.56 |
| Theta: |
0.00 |
| Omega: |
8.31 |
| Rho: |
0.02 |
Quote data
| Open: |
0.630 |
| High: |
0.670 |
| Low: |
0.620 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.82% |
| 1 Month |
|
|
-27.96% |
| 3 Months |
|
|
+157.69% |
| YTD |
|
|
+346.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.550 |
| 1M High / 1M Low: |
1.450 |
0.490 |
| 6M High / 6M Low: |
1.450 |
0.060 |
| High (YTD): |
2024-04-29 |
1.450 |
| Low (YTD): |
2024-01-25 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.879 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.496 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
310.17% |
| Volatility 6M: |
|
271.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
