DZ Bank Call 2.75 CEC 20.12.2024
/ DE000DJ4BGJ3
DZ Bank Call 2.75 CEC 20.12.2024/ DE000DJ4BGJ3 /
| 2024-05-22 11:06:56 AM |
Chg.-0.050 |
Bid11:13:02 AM |
Ask11:13:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-8.77% |
0.530
Bid Size: 65,000 |
0.550
Ask Size: 65,000 |
CECONOMY AG INH O.N... |
2.75 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4BGJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CECONOMY AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.75 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.48 |
| Parity: |
0.24 |
| Time value: |
0.37 |
| Break-even: |
3.36 |
| Moneyness: |
1.09 |
| Premium: |
0.12 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.06 |
| Spread %: |
10.91% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
3.32 |
| Rho: |
0.01 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.520 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.57% |
| 1 Month |
|
|
+246.67% |
| 3 Months |
|
|
+225.00% |
| YTD |
|
|
+20.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.350 |
| 1M High / 1M Low: |
0.590 |
0.140 |
| 6M High / 6M Low: |
0.590 |
0.050 |
| High (YTD): |
2024-05-20 |
0.590 |
| Low (YTD): |
2024-03-22 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.234 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.86% |
| Volatility 6M: |
|
217.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
