DZ Bank Call 40 FPE3 20.09.2024
/ DE000DJ52TM6
DZ Bank Call 40 FPE3 20.09.2024/ DE000DJ52TM6 /
| 2024-05-29 8:10:08 AM |
Chg.0.000 |
Bid11:28:00 AM |
Ask11:28:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
0.00% |
0.540
Bid Size: 75,000 |
0.560
Ask Size: 75,000 |
FUCHS SE VZO NA O.N... |
40.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ52TM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FUCHS SE VZO NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
0.50 |
| Time value: |
0.14 |
| Break-even: |
46.40 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
10.34% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
5.63 |
| Rho: |
0.09 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
+16.33% |
| 3 Months |
|
|
+119.23% |
| YTD |
|
|
+54.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.570 |
| 1M High / 1M Low: |
0.630 |
0.410 |
| 6M High / 6M Low: |
0.690 |
0.230 |
| High (YTD): |
2024-04-08 |
0.690 |
| Low (YTD): |
2024-03-01 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.491 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.411 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.44% |
| Volatility 6M: |
|
149.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
