DZ Bank Call 32 AXA 20.09.2024
/ DE000DJ26SY7
DZ Bank Call 32 AXA 20.09.2024/ DE000DJ26SY7 /
| 2024-06-03 1:08:32 PM |
Chg.+0.020 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+9.09% |
0.240
Bid Size: 100,000 |
0.250
Ask Size: 100,000 |
AXA S.A. INH. EO... |
32.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26SY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AXA S.A. INH. EO 2,29 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
0.11 |
| Time value: |
0.17 |
| Break-even: |
34.70 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.04 |
| Spread %: |
17.39% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
7.87 |
| Rho: |
0.06 |
Quote data
| Open: |
0.240 |
| High: |
0.250 |
| Low: |
0.230 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
+84.62% |
| 3 Months |
|
|
+60.00% |
| YTD |
|
|
+238.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.200 |
| 1M High / 1M Low: |
0.270 |
0.130 |
| 6M High / 6M Low: |
0.320 |
0.037 |
| High (YTD): |
2024-03-21 |
0.320 |
| Low (YTD): |
2024-01-17 |
0.037 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.231 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.157 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.82% |
| Volatility 6M: |
|
205.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
