DZ Bank Call 37.5 IXD1 21.06.2024
/ DE000DJ6KYQ7
DZ Bank Call 37.5 IXD1 21.06.2024/ DE000DJ6KYQ7 /
| 2024-05-28 9:34:41 PM |
Chg.-0.100 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-13.51% |
0.640
Bid Size: 10,000 |
0.680
Ask Size: 10,000 |
INDITEX INH. EO... |
37.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ6KYQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INDITEX INH. EO 0,03 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.20 |
| Parity: |
0.73 |
| Time value: |
0.06 |
| Break-even: |
45.30 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
5.41% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
5.06 |
| Rho: |
0.02 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.620 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
-8.57% |
| 3 Months |
|
|
+48.84% |
| YTD |
|
|
+72.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.620 |
| 1M High / 1M Low: |
0.740 |
0.560 |
| 6M High / 6M Low: |
0.930 |
0.230 |
| High (YTD): |
2024-03-28 |
0.930 |
| Low (YTD): |
2024-01-05 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.619 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.482 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.61% |
| Volatility 6M: |
|
153.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
