DZ Bank Call 27.5 COK 21.06.2024
/ DE000DJ3J2R7
DZ Bank Call 27.5 COK 21.06.2024/ DE000DJ3J2R7 /
| 2024-04-29 8:23:54 AM |
Chg.0.000 |
Bid2024-04-29 |
Ask2024-04-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
0.00% |
0.270
Bid Size: 17,500 |
0.290
Ask Size: 17,500 |
CANCOM SE O.N. |
27.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3J2R |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.33 |
| Parity: |
0.18 |
| Time value: |
0.11 |
| Break-even: |
30.40 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
11.54% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
7.04 |
| Rho: |
0.03 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+42.11% |
| 3 Months |
|
|
-34.15% |
| YTD |
|
|
-43.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.250 |
| 1M High / 1M Low: |
0.390 |
0.190 |
| 6M High / 6M Low: |
0.480 |
0.110 |
| High (YTD): |
2024-01-25 |
0.450 |
| Low (YTD): |
2024-03-20 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.307 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.312 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
309.90% |
| Volatility 6M: |
|
207.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
