DZ Bank Call 26 AHOG 20.12.2024
/ DE000DJ2A102
DZ Bank Call 26 AHOG 20.12.2024/ DE000DJ2A102 /
| 2024-05-31 9:35:21 PM |
Chg.-0.010 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-2.94% |
0.340
Bid Size: 15,000 |
0.360
Ask Size: 15,000 |
AHOLD DELHAIZE,KON.E... |
26.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ2A10 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AHOLD DELHAIZE,KON.EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
0.25 |
| Time value: |
0.11 |
| Break-even: |
29.60 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
5.88% |
| Delta: |
0.80 |
| Theta: |
0.00 |
| Omega: |
6.32 |
| Rho: |
0.11 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.330 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.81% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+26.92% |
| YTD |
|
|
+73.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.330 |
| 1M High / 1M Low: |
0.430 |
0.300 |
| 6M High / 6M Low: |
0.430 |
0.160 |
| High (YTD): |
2024-05-13 |
0.430 |
| Low (YTD): |
2024-01-22 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.348 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.371 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.258 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.66% |
| Volatility 6M: |
|
106.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
