DZ Bank Call 152.5 BEI 20.12.2024
/ DE000DJ7N831
DZ Bank Call 152.5 BEI 20.12.2024/ DE000DJ7N831 /
| 2024-06-07 8:26:34 AM |
Chg.-0.050 |
Bid5:35:08 PM |
Ask5:35:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-9.62% |
0.560
Bid Size: 16,000 |
0.600
Ask Size: 16,000 |
BEIERSDORF AG O.N. |
152.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ7N83 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
152.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
-0.96 |
| Time value: |
0.53 |
| Break-even: |
157.80 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
8.16% |
| Delta: |
0.40 |
| Theta: |
-0.02 |
| Omega: |
10.82 |
| Rho: |
0.28 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.32% |
| 1 Month |
|
|
-17.54% |
| 3 Months |
|
|
+95.83% |
| YTD |
|
|
+2.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.520 |
| 1M High / 1M Low: |
0.710 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-14 |
0.710 |
| Low (YTD): |
2024-04-11 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.597 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
