DZ Bank Call 12 REP 20.12.2024
/ DE000DJ39GP3
DZ Bank Call 12 REP 20.12.2024/ DE000DJ39GP3 /
| 2024-06-03 9:06:15 AM |
Chg.+0.17 |
Bid5:37:29 PM |
Ask5:37:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.24EUR |
+5.54% |
2.91
Bid Size: 10,000 |
3.01
Ask Size: 10,000 |
REPSOL S.A. INH. ... |
12.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ39GP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.31 |
| Intrinsic value: |
3.02 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.20 |
| Parity: |
3.02 |
| Time value: |
0.27 |
| Break-even: |
15.29 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.10 |
| Spread %: |
3.13% |
| Delta: |
0.97 |
| Theta: |
0.00 |
| Omega: |
4.42 |
| Rho: |
0.06 |
Quote data
| Open: |
3.24 |
| High: |
3.24 |
| Low: |
3.24 |
| Previous Close: |
3.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.18% |
| 1 Month |
|
|
+19.12% |
| 3 Months |
|
|
+3.18% |
| YTD |
|
|
+64.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.39 |
3.01 |
| 1M High / 1M Low: |
3.39 |
2.72 |
| 6M High / 6M Low: |
4.34 |
1.82 |
| High (YTD): |
2024-04-08 |
4.34 |
| Low (YTD): |
2024-01-23 |
1.82 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.01 |
| Avg. volume 1M: |
|
28.57 |
| Avg. price 6M: |
|
2.81 |
| Avg. volume 6M: |
|
133.19 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.37% |
| Volatility 6M: |
|
95.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
