DZ Bank Call 22.5 JEN 21.06.2024
/ DE000DJ29HS6
DZ Bank Call 22.5 JEN 21.06.2024/ DE000DJ29HS6 /
| 2024-05-21 9:34:44 PM |
Chg.0.000 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
0.00% |
0.570
Bid Size: 6,000 |
0.660
Ask Size: 6,000 |
JENOPTIK AG NA O.N. |
22.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ29HS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
JENOPTIK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.30 |
| Parity: |
0.57 |
| Time value: |
0.09 |
| Break-even: |
29.10 |
| Moneyness: |
1.25 |
| Premium: |
0.03 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.09 |
| Spread %: |
15.79% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
3.55 |
| Rho: |
0.01 |
Quote data
| Open: |
0.560 |
| High: |
0.600 |
| Low: |
0.560 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.55% |
| 1 Month |
|
|
+137.50% |
| 3 Months |
|
|
-19.72% |
| YTD |
|
|
-13.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.440 |
| 1M High / 1M Low: |
0.570 |
0.260 |
| 6M High / 6M Low: |
0.840 |
0.240 |
| High (YTD): |
2024-02-22 |
0.840 |
| Low (YTD): |
2024-04-19 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.544 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.81% |
| Volatility 6M: |
|
157.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
