DZ Bank Call 32.5 GFT 20.12.2024
/ DE000DJ6Q9Z3
DZ Bank Call 32.5 GFT 20.12.2024/ DE000DJ6Q9Z3 /
2024-05-22 9:35:01 PM |
Chg.+0.021 |
Bid8:10:02 AM |
Ask8:10:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
+30.43% |
0.090 Bid Size: 17,500 |
0.120 Ask Size: 17,500 |
GFT TECHNOLOGIES SE |
32.50 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ6Q9Z |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
GFT TECHNOLOGIES SE |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.50 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-17 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
27.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.35 |
Parity: |
-0.57 |
Time value: |
0.10 |
Break-even: |
33.48 |
Moneyness: |
0.83 |
Premium: |
0.25 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.03 |
Spread %: |
44.12% |
Delta: |
0.28 |
Theta: |
-0.01 |
Omega: |
7.62 |
Rho: |
0.04 |
Quote data
Open: |
0.073 |
High: |
0.110 |
Low: |
0.073 |
Previous Close: |
0.069 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-18.18% |
1 Month |
|
|
-47.06% |
3 Months |
|
|
-77.50% |
YTD |
|
|
-78.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.069 |
1M High / 1M Low: |
0.170 |
0.069 |
6M High / 6M Low: |
0.540 |
0.069 |
High (YTD): |
2024-01-29 |
0.540 |
Low (YTD): |
2024-05-21 |
0.069 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.090 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.126 |
Avg. volume 1M: |
|
295.238 |
Avg. price 6M: |
|
0.288 |
Avg. volume 6M: |
|
74.194 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
265.85% |
Volatility 6M: |
|
234.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |