DZ Bank Call 28 CRIN 20.06.2024
/ DE000DJ06ND4
DZ Bank Call 28 CRIN 20.06.2024/ DE000DJ06ND4 /
| 2024-06-03 9:05:07 AM |
Chg.+0.01 |
Bid3:39:04 PM |
Ask3:39:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.72EUR |
+0.11% |
9.09
Bid Size: 25,000 |
9.12
Ask Size: 25,000 |
UNICREDIT |
28.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
DJ06ND |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-04-19 |
| Last trading day: |
2024-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.43 |
| Intrinsic value: |
8.39 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.25 |
| Parity: |
8.39 |
| Time value: |
0.49 |
| Break-even: |
36.87 |
| Moneyness: |
1.30 |
| Premium: |
0.01 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.09 |
| Spread %: |
1.03% |
| Delta: |
0.90 |
| Theta: |
-0.05 |
| Omega: |
3.69 |
| Rho: |
0.01 |
Quote data
| Open: |
8.72 |
| High: |
8.72 |
| Low: |
8.72 |
| Previous Close: |
8.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.93% |
| 1 Month |
|
|
+18.16% |
| 3 Months |
|
|
+145.63% |
| YTD |
|
|
+1145.71% |
| 1 Year |
|
|
+2256.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.71 |
8.39 |
| 1M High / 1M Low: |
8.90 |
6.63 |
| 6M High / 6M Low: |
8.90 |
0.52 |
| High (YTD): |
2024-05-15 |
8.90 |
| Low (YTD): |
2024-01-03 |
0.80 |
| 52W High: |
2024-05-15 |
8.90 |
| 52W Low: |
2023-06-05 |
0.33 |
| Avg. price 1W: |
|
8.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.43 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
107.36% |
| Volatility 6M: |
|
230.48% |
| Volatility 1Y: |
|
207.20% |
| Volatility 3Y: |
|
- |
