DZ Bank Call 147.5 BEI 20.09.2024
/ DE000DJ7EPG7
DZ Bank Call 147.5 BEI 20.09.2024/ DE000DJ7EPG7 /
| 2024-05-31 9:34:46 PM |
Chg.+0.080 |
Bid9:58:35 PM |
Ask9:58:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+18.60% |
0.530
Bid Size: 4,000 |
0.570
Ask Size: 4,000 |
BEIERSDORF AG O.N. |
147.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ7EPG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
147.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
-0.32 |
| Time value: |
0.57 |
| Break-even: |
153.20 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
7.55% |
| Delta: |
0.49 |
| Theta: |
-0.04 |
| Omega: |
12.30 |
| Rho: |
0.20 |
Quote data
| Open: |
0.420 |
| High: |
0.510 |
| Low: |
0.420 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.39% |
| 1 Month |
|
|
+24.39% |
| 3 Months |
|
|
+112.50% |
| YTD |
|
|
+13.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.430 |
| 1M High / 1M Low: |
0.720 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-10 |
0.720 |
| Low (YTD): |
2024-04-04 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.562 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
