DZ Bank Call 2.5 C3RY 21.06.2024
/ DE000DJ84S54
DZ Bank Call 2.5 C3RY 21.06.2024/ DE000DJ84S54 /
| 2024-05-22 12:24:04 PM |
Chg.-0.020 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-5.41% |
-
Bid Size: - |
-
Ask Size: - |
CHERRY SE O.N. |
2.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ84S5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CHERRY SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
1.74 |
| Historic volatility: |
0.78 |
| Parity: |
0.12 |
| Time value: |
0.45 |
| Break-even: |
3.07 |
| Moneyness: |
1.05 |
| Premium: |
0.17 |
| Premium p.a.: |
5.88 |
| Spread abs.: |
0.30 |
| Spread %: |
111.11% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
2.93 |
| Rho: |
0.00 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.350 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.53% |
| 1 Month |
|
|
+400.00% |
| 3 Months |
|
|
+400.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.310 |
| 1M High / 1M Low: |
0.640 |
0.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.284 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,450.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
