DZ Bank Call 16 REP 20.12.2024
/ DE000DJ4BLT2
DZ Bank Call 16 REP 20.12.2024/ DE000DJ4BLT2 /
| 2024-06-03 9:11:34 AM |
Chg.+0.060 |
Bid7:14:49 PM |
Ask7:14:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+10.34% |
0.490
Bid Size: 10,000 |
0.540
Ask Size: 10,000 |
REPSOL S.A. INH. ... |
16.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4BLT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
-0.98 |
| Time value: |
0.70 |
| Break-even: |
16.70 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.10 |
| Spread %: |
16.67% |
| Delta: |
0.43 |
| Theta: |
0.00 |
| Omega: |
9.19 |
| Rho: |
0.03 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
+20.75% |
| 3 Months |
|
|
-14.67% |
| YTD |
|
|
+45.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.540 |
| 1M High / 1M Low: |
0.710 |
0.530 |
| 6M High / 6M Low: |
1.360 |
0.370 |
| High (YTD): |
2024-04-05 |
1.360 |
| Low (YTD): |
2024-01-23 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.588 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.664 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.76% |
| Volatility 6M: |
|
163.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
