DZ Bank Call 110 NKE 20.12.2024
/ DE000DJ0RAU7
DZ Bank Call 110 NKE 20.12.2024/ DE000DJ0RAU7 /
| 2024-05-03 9:34:51 PM |
Chg.0.000 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
0.00% |
0.310
Bid Size: 20,000 |
0.320
Ask Size: 20,000 |
NIKE INC. B |
110.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ0RAU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NIKE INC. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-03-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
-2.44 |
| Time value: |
0.32 |
| Break-even: |
113.20 |
| Moneyness: |
0.78 |
| Premium: |
0.32 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
0.25 |
| Theta: |
-0.02 |
| Omega: |
6.79 |
| Rho: |
0.12 |
Quote data
| Open: |
0.330 |
| High: |
0.360 |
| Low: |
0.310 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.51% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
-58.44% |
| YTD |
|
|
-73.77% |
| 1 Year |
|
|
-88.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.320 |
| 1M High / 1M Low: |
0.460 |
0.270 |
| 6M High / 6M Low: |
2.160 |
0.270 |
| High (YTD): |
2024-01-02 |
1.100 |
| Low (YTD): |
2024-04-10 |
0.270 |
| 52W High: |
2023-05-05 |
3.090 |
| 52W Low: |
2024-04-10 |
0.270 |
| Avg. price 1W: |
|
0.333 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.357 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.953 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.234 |
| Avg. volume 1Y: |
|
.703 |
| Volatility 1M: |
|
140.32% |
| Volatility 6M: |
|
143.21% |
| Volatility 1Y: |
|
125.99% |
| Volatility 3Y: |
|
- |
