DZ Bank Call 13 REP 21.06.2024
/ DE000DJ3QJH1
DZ Bank Call 13 REP 21.06.2024/ DE000DJ3QJH1 /
| 2024-05-03 9:35:07 PM |
Chg.+0.030 |
Bid9:58:51 PM |
Ask2024-05-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
+1.91% |
1.600
Bid Size: 1,250 |
-
Ask Size: - |
REPSOL S.A. INH. ... |
13.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3QJH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
1.38 |
| Time value: |
0.21 |
| Break-even: |
14.58 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
-0.02 |
| Spread %: |
-1.25% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
7.67 |
| Rho: |
0.01 |
Quote data
| Open: |
1.650 |
| High: |
1.650 |
| Low: |
1.520 |
| Previous Close: |
1.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.40% |
| 1 Month |
|
|
-53.62% |
| 3 Months |
|
|
+37.93% |
| YTD |
|
|
+46.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.070 |
1.570 |
| 1M High / 1M Low: |
3.450 |
1.570 |
| 6M High / 6M Low: |
3.450 |
0.930 |
| High (YTD): |
2024-04-05 |
3.450 |
| Low (YTD): |
2024-01-23 |
0.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.773 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.417 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.753 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.69% |
| Volatility 6M: |
|
128.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
