DZ Bank Call 3 IES 21.06.2024
/ DE000DJ7ERU4
DZ Bank Call 3 IES 21.06.2024/ DE000DJ7ERU4 /
| 2024-05-17 9:07:39 AM |
Chg.+0.010 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+1.39% |
-
Bid Size: - |
-
Ask Size: - |
INTESA SANPAOLO |
3.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ7ERU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.21 |
| Parity: |
0.77 |
| Time value: |
0.03 |
| Break-even: |
3.80 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
8.11% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
4.39 |
| Rho: |
0.00 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.86% |
| 1 Month |
|
|
+108.57% |
| 3 Months |
|
|
+1023.08% |
| YTD |
|
|
+2112.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.600 |
| 1M High / 1M Low: |
0.730 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-17 |
0.730 |
| Low (YTD): |
2024-01-17 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.559 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
