DZ Bank Call 28 AXA 20.09.2024
/ DE000DJ20QH9
DZ Bank Call 28 AXA 20.09.2024/ DE000DJ20QH9 /
| 2024-06-03 10:34:58 AM |
Chg.+0.050 |
Bid10:50:07 AM |
Ask10:50:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+9.26% |
0.590
Bid Size: 100,000 |
0.610
Ask Size: 100,000 |
AXA S.A. INH. EO... |
28.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20QH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AXA S.A. INH. EO 2,29 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.16 |
| Parity: |
0.51 |
| Time value: |
0.14 |
| Break-even: |
34.40 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.08 |
| Spread %: |
14.29% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
4.13 |
| Rho: |
0.06 |
Quote data
| Open: |
0.580 |
| High: |
0.590 |
| Low: |
0.570 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+43.90% |
| 3 Months |
|
|
+34.09% |
| YTD |
|
|
+118.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.520 |
| 1M High / 1M Low: |
0.600 |
0.410 |
| 6M High / 6M Low: |
0.670 |
0.230 |
| High (YTD): |
2024-03-21 |
0.670 |
| Low (YTD): |
2024-01-15 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.552 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.440 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.31% |
| Volatility 6M: |
|
102.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
