DZ Bank Call 16 REP 20.09.2024
/ DE000DJ26Y32
DZ Bank Call 16 REP 20.09.2024/ DE000DJ26Y32 /
| 2024-06-06 2:05:03 PM |
Chg.-0.010 |
Bid2:22:05 PM |
Ask2:22:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-5.26% |
0.180
Bid Size: 25,000 |
0.190
Ask Size: 25,000 |
REPSOL S.A. INH. ... |
16.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26Y3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
60.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
-1.51 |
| Time value: |
0.24 |
| Break-even: |
16.24 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.05 |
| Spread %: |
26.32% |
| Delta: |
0.25 |
| Theta: |
0.00 |
| Omega: |
14.97 |
| Rho: |
0.01 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.180 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.77% |
| 1 Month |
|
|
-37.93% |
| 3 Months |
|
|
-55.00% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.170 |
| 1M High / 1M Low: |
0.400 |
0.170 |
| 6M High / 6M Low: |
1.150 |
0.170 |
| High (YTD): |
2024-04-05 |
1.150 |
| Low (YTD): |
2024-06-04 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.293 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.420 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.89% |
| Volatility 6M: |
|
197.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
