DZ Bank Call 17.5 MAT 17.01.2025
/ DE000DJ8PE66
DZ Bank Call 17.5 MAT 17.01.2025/ DE000DJ8PE66 /
| 2024-05-29 10:04:31 AM |
Chg.+0.010 |
Bid10:22:07 AM |
Ask10:22:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.040EUR |
+0.49% |
2.050
Bid Size: 3,000 |
2.110
Ask Size: 3,000 |
Mattel Inc |
17.50 USD |
2025-01-17 |
Call |
Master data
| WKN: |
DJ8PE6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Mattel Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.50 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-19 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
0.20 |
| Time value: |
1.91 |
| Break-even: |
18.24 |
| Moneyness: |
1.01 |
| Premium: |
0.12 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
0.61 |
| Theta: |
0.00 |
| Omega: |
4.70 |
| Rho: |
0.05 |
Quote data
| Open: |
2.060 |
| High: |
2.060 |
| Low: |
2.040 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.11% |
| 1 Month |
|
|
-27.92% |
| 3 Months |
|
|
-49.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.220 |
1.910 |
| 1M High / 1M Low: |
3.000 |
1.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.622 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
