DZ Bank Call 160 PER 20.09.2024
/ DE000DJ26XY7
DZ Bank Call 160 PER 20.09.2024/ DE000DJ26XY7 /
| 5/17/2024 9:34:37 PM |
Chg.-0.040 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-10.00% |
0.360
Bid Size: 2,700 |
0.400
Ask Size: 2,700 |
PERNOD RICARD ... |
160.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ26XY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PERNOD RICARD O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
37.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
-1.13 |
| Time value: |
0.40 |
| Break-even: |
164.00 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.04 |
| Spread %: |
11.11% |
| Delta: |
0.34 |
| Theta: |
-0.03 |
| Omega: |
12.69 |
| Rho: |
0.16 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.330 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
-68.42% |
| YTD |
|
|
-75.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.350 |
| 1M High / 1M Low: |
0.430 |
0.240 |
| 6M High / 6M Low: |
1.940 |
0.240 |
| High (YTD): |
2/22/2024 |
1.320 |
| Low (YTD): |
4/30/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.342 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.885 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.20% |
| Volatility 6M: |
|
187.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
