DZ Bank Call 27 AHOG 20.12.2024
/ DE000DJ6JU74
DZ Bank Call 27 AHOG 20.12.2024/ DE000DJ6JU74 /
| 2024-05-31 9:35:23 PM |
Chg.0.000 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
0.00% |
0.260
Bid Size: 15,000 |
0.280
Ask Size: 15,000 |
AHOLD DELHAIZE,KON.E... |
27.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ6JU7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AHOLD DELHAIZE,KON.EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
0.15 |
| Time value: |
0.13 |
| Break-even: |
29.80 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
7.45 |
| Rho: |
0.10 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.240 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.71% |
| 1 Month |
|
|
-3.85% |
| 3 Months |
|
|
+25.00% |
| YTD |
|
|
+66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.250 |
| 1M High / 1M Low: |
0.350 |
0.240 |
| 6M High / 6M Low: |
0.350 |
0.120 |
| High (YTD): |
2024-05-13 |
0.350 |
| Low (YTD): |
2024-01-22 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.199 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.21% |
| Volatility 6M: |
|
119.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
