DZ Bank Call 27.5 JEN 21.06.2024
/ DE000DJ4VE05
DZ Bank Call 27.5 JEN 21.06.2024/ DE000DJ4VE05 /
2024-05-21 9:34:50 PM |
Chg.0.000 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
0.00% |
0.120 Bid Size: 6,000 |
0.150 Ask Size: 6,000 |
JENOPTIK AG NA O.N. |
27.50 EUR |
2024-06-21 |
Call |
Master data
WKN: |
DJ4VE0 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
JENOPTIK AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
27.50 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-14 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
18.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.07 |
Implied volatility: |
0.33 |
Historic volatility: |
0.30 |
Parity: |
0.07 |
Time value: |
0.08 |
Break-even: |
29.00 |
Moneyness: |
1.03 |
Premium: |
0.03 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.03 |
Spread %: |
25.00% |
Delta: |
0.63 |
Theta: |
-0.02 |
Omega: |
11.93 |
Rho: |
0.01 |
Quote data
Open: |
0.110 |
High: |
0.130 |
Low: |
0.110 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+122.22% |
1 Month |
|
|
+400.00% |
3 Months |
|
|
-63.64% |
YTD |
|
|
-58.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.054 |
1M High / 1M Low: |
0.120 |
0.025 |
6M High / 6M Low: |
0.420 |
0.024 |
High (YTD): |
2024-02-22 |
0.420 |
Low (YTD): |
2024-04-19 |
0.024 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.082 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.057 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.206 |
Avg. volume 6M: |
|
64.516 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,083.97% |
Volatility 6M: |
|
490.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |