DZ Bank Call 170 AIL 21.06.2024
/ DE000DJ3JVM1
DZ Bank Call 170 AIL 21.06.2024/ DE000DJ3JVM1 /
| 2024-05-21 9:14:03 AM |
Chg.+0.08 |
Bid8:05:48 PM |
Ask8:05:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
+5.13% |
1.63
Bid Size: 10,000 |
1.71
Ask Size: 10,000 |
AIR LIQUIDE INH. EO ... |
170.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3JVM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AIR LIQUIDE INH. EO 5,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.17 |
| Parity: |
1.55 |
| Time value: |
0.24 |
| Break-even: |
187.90 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.08 |
| Spread %: |
4.68% |
| Delta: |
0.83 |
| Theta: |
-0.09 |
| Omega: |
8.55 |
| Rho: |
0.11 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
1.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.14% |
| 1 Month |
|
|
-7.34% |
| 3 Months |
|
|
-0.61% |
| YTD |
|
|
+18.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.83 |
1.55 |
| 1M High / 1M Low: |
2.14 |
1.26 |
| 6M High / 6M Low: |
2.77 |
0.69 |
| High (YTD): |
2024-03-15 |
2.77 |
| Low (YTD): |
2024-02-12 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.59 |
| Avg. volume 6M: |
|
16.13 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.62% |
| Volatility 6M: |
|
205.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
