DZ Bank Call 28 COK 20.12.2024
/ DE000DJ1SZ65
DZ Bank Call 28 COK 20.12.2024/ DE000DJ1SZ65 /
| 2024-04-26 9:35:13 PM |
Chg.+0.010 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+2.50% |
0.410
Bid Size: 5,000 |
0.440
Ask Size: 5,000 |
CANCOM SE O.N. |
28.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ1SZ6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.33 |
| Parity: |
0.13 |
| Time value: |
0.31 |
| Break-even: |
32.40 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
7.32% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
4.32 |
| Rho: |
0.09 |
Quote data
| Open: |
0.410 |
| High: |
0.430 |
| Low: |
0.400 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.89% |
| 1 Month |
|
|
+24.24% |
| 3 Months |
|
|
-22.64% |
| YTD |
|
|
-24.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.400 |
| 1M High / 1M Low: |
0.490 |
0.330 |
| 6M High / 6M Low: |
0.550 |
0.230 |
| High (YTD): |
2024-02-06 |
0.540 |
| Low (YTD): |
2024-03-19 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.433 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.414 |
| Avg. volume 6M: |
|
40 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.43% |
| Volatility 6M: |
|
138.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
