DZ Bank Call 142.5 BEI 20.09.2024
/ DE000DJ62515
DZ Bank Call 142.5 BEI 20.09.2024/ DE000DJ62515 /
2024-05-17 9:04:39 PM |
Chg.+0.050 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
+6.33% |
0.840 Bid Size: 16,000 |
0.880 Ask Size: 16,000 |
BEIERSDORF AG O.N. |
142.50 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ6251 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BEIERSDORF AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
142.50 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-29 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
17.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.15 |
Implied volatility: |
0.19 |
Historic volatility: |
0.15 |
Parity: |
0.15 |
Time value: |
0.67 |
Break-even: |
150.70 |
Moneyness: |
1.01 |
Premium: |
0.05 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.04 |
Spread %: |
5.13% |
Delta: |
0.61 |
Theta: |
-0.03 |
Omega: |
10.63 |
Rho: |
0.27 |
Quote data
Open: |
0.780 |
High: |
0.850 |
Low: |
0.780 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-18.45% |
1 Month |
|
|
+140.00% |
3 Months |
|
|
+37.70% |
YTD |
|
|
+35.48% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.030 |
0.790 |
1M High / 1M Low: |
1.030 |
0.350 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-10 |
1.030 |
Low (YTD): |
2024-04-10 |
0.230 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.918 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.705 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |