DZ Bank Call 27.5 GFT 20.12.2024
/ DE000DJ390F1
DZ Bank Call 27.5 GFT 20.12.2024/ DE000DJ390F1 /
| 2024-05-22 9:34:59 PM |
Chg.+0.040 |
Bid9:55:05 PM |
Ask9:55:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+17.39% |
0.270
Bid Size: 5,000 |
0.300
Ask Size: 5,000 |
GFT TECHNOLOGIES SE |
27.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ390F |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GFT TECHNOLOGIES SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.35 |
| Parity: |
-0.07 |
| Time value: |
0.26 |
| Break-even: |
30.10 |
| Moneyness: |
0.98 |
| Premium: |
0.12 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
13.04% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
5.64 |
| Rho: |
0.07 |
Quote data
| Open: |
0.240 |
| High: |
0.310 |
| Low: |
0.240 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-28.95% |
| 3 Months |
|
|
-60.29% |
| YTD |
|
|
-60.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.230 |
| 1M High / 1M Low: |
0.380 |
0.230 |
| 6M High / 6M Low: |
0.840 |
0.230 |
| High (YTD): |
2024-01-29 |
0.840 |
| Low (YTD): |
2024-05-21 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| Avg. volume 1W: |
|
100 |
| Avg. price 1M: |
|
0.320 |
| Avg. volume 1M: |
|
23.810 |
| Avg. price 6M: |
|
0.529 |
| Avg. volume 6M: |
|
13.710 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.84% |
| Volatility 6M: |
|
160.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
