DZ Bank Call 22.5 JEN 20.09.2024
/ DE000DJ29HT4
DZ Bank Call 22.5 JEN 20.09.2024/ DE000DJ29HT4 /
| 2024-06-03 4:34:54 PM |
Chg.+0.060 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+11.76% |
0.570
Bid Size: 60,000 |
0.590
Ask Size: 60,000 |
JENOPTIK AG NA O.N. |
22.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ29HT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
JENOPTIK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
0.49 |
| Time value: |
0.08 |
| Break-even: |
28.20 |
| Moneyness: |
1.22 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
11.76% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
4.06 |
| Rho: |
0.05 |
Quote data
| Open: |
0.530 |
| High: |
0.570 |
| Low: |
0.520 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
+62.86% |
| 3 Months |
|
|
-27.85% |
| YTD |
|
|
-18.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.480 |
| 1M High / 1M Low: |
0.590 |
0.350 |
| 6M High / 6M Low: |
0.880 |
0.300 |
| High (YTD): |
2024-02-22 |
0.880 |
| Low (YTD): |
2024-04-19 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.498 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.599 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.20% |
| Volatility 6M: |
|
134.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
