DZ Bank Call 30 JEN 20.12.2024
/ DE000DQ0EGG2
DZ Bank Call 30 JEN 20.12.2024/ DE000DQ0EGG2 /
2024-06-03 11:34:56 AM |
Chg.+0.130 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
1.210EUR |
+12.04% |
1.210 Bid Size: 12,500 |
1.310 Ask Size: 12,500 |
JENOPTIK AG NA O.N. |
30.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DQ0EGG |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
JENOPTIK AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
30.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-09 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
19.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.61 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.30 |
Parity: |
-2.62 |
Time value: |
1.41 |
Break-even: |
31.41 |
Moneyness: |
0.91 |
Premium: |
0.15 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.33 |
Spread %: |
30.56% |
Delta: |
0.40 |
Theta: |
-0.01 |
Omega: |
7.78 |
Rho: |
0.05 |
Quote data
Open: |
1.140 |
High: |
1.240 |
Low: |
1.140 |
Previous Close: |
1.080 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.42% |
1 Month |
|
|
+70.42% |
3 Months |
|
|
-42.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.240 |
0.980 |
1M High / 1M Low: |
1.410 |
0.670 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.084 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.123 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
292.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |