DZ Bank Call 132.5 BEI 20.09.2024
/ DE000DJ4VD97
DZ Bank Call 132.5 BEI 20.09.2024/ DE000DJ4VD97 /
| 2024-05-31 9:34:51 PM |
Chg.+0.140 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.540EUR |
+10.00% |
1.570
Bid Size: 4,000 |
1.610
Ask Size: 4,000 |
BEIERSDORF AG O.N. |
132.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ4VD9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
132.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.14 |
| Parity: |
1.19 |
| Time value: |
0.43 |
| Break-even: |
148.60 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
2.55% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
6.98 |
| Rho: |
0.29 |
Quote data
| Open: |
1.390 |
| High: |
1.540 |
| Low: |
1.390 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.88% |
| 1 Month |
|
|
+19.38% |
| 3 Months |
|
|
+94.94% |
| YTD |
|
|
+33.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
1.400 |
| 1M High / 1M Low: |
1.820 |
1.400 |
| 6M High / 6M Low: |
1.820 |
0.560 |
| High (YTD): |
2024-05-10 |
1.820 |
| Low (YTD): |
2024-04-10 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.129 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.85% |
| Volatility 6M: |
|
136.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
