DZ Bank Call 2.5 CEC 20.09.2024
/ DE000DJ20U40
DZ Bank Call 2.5 CEC 20.09.2024/ DE000DJ20U40 /
| 21/05/2024 12:07:09 |
Chg.-0.020 |
Bid13:38:50 |
Ask13:38:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-3.17% |
0.620
Bid Size: 65,000 |
0.650
Ask Size: 65,000 |
CECONOMY AG INH O.N... |
2.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ20U4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CECONOMY AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.49 |
| Parity: |
0.51 |
| Time value: |
0.20 |
| Break-even: |
3.21 |
| Moneyness: |
1.20 |
| Premium: |
0.07 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.09 |
| Spread %: |
14.52% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
3.25 |
| Rho: |
0.01 |
Quote data
| Open: |
0.600 |
| High: |
0.620 |
| Low: |
0.600 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+144.00% |
| 1 Month |
|
|
+369.23% |
| 3 Months |
|
|
+258.82% |
| YTD |
|
|
+32.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.250 |
| 1M High / 1M Low: |
0.630 |
0.120 |
| 6M High / 6M Low: |
0.630 |
0.043 |
| High (YTD): |
20/05/2024 |
0.630 |
| Low (YTD): |
22/03/2024 |
0.043 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.221 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.242 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
281.05% |
| Volatility 6M: |
|
232.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
