DZ Bank Call 42.5 FIE 21.06.2024
/ DE000DJ2FYC6
DZ Bank Call 42.5 FIE 21.06.2024/ DE000DJ2FYC6 /
| 2024-05-20 12:34:42 PM |
Chg.+0.040 |
Bid2024-05-20 |
Ask2024-05-20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+9.30% |
0.470
Bid Size: 35,000 |
0.500
Ask Size: 35,000 |
FIELMANN GROUP AG O.... |
42.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ2FYC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FIELMANN GROUP AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.23 |
| Parity: |
0.42 |
| Time value: |
0.11 |
| Break-even: |
47.70 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.09 |
| Spread %: |
20.93% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
6.96 |
| Rho: |
0.03 |
Quote data
| Open: |
0.430 |
| High: |
0.470 |
| Low: |
0.430 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.17% |
| 1 Month |
|
|
+235.71% |
| 3 Months |
|
|
+34.29% |
| YTD |
|
|
-41.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.430 |
| 1M High / 1M Low: |
0.540 |
0.160 |
| 6M High / 6M Low: |
0.850 |
0.140 |
| High (YTD): |
2024-01-15 |
0.750 |
| Low (YTD): |
2024-04-19 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.360 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.458 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
350.38% |
| Volatility 6M: |
|
191.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
