DZ Bank Call 50 KO 21.06.2024
/ DE000DJ20Z60
DZ Bank Call 50 KO 21.06.2024/ DE000DJ20Z60 /
| 2024-05-24 9:34:45 PM |
Chg.-0.010 |
Bid9:55:53 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
-0.88% |
1.120
Bid Size: 5,000 |
-
Ask Size: - |
Coca Cola Company |
50.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
DJ20Z6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Coca Cola Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.12 |
| Parity: |
1.11 |
| Time value: |
0.03 |
| Break-even: |
57.50 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.79% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
4.73 |
| Rho: |
0.03 |
Quote data
| Open: |
1.140 |
| High: |
1.150 |
| Low: |
1.130 |
| Previous Close: |
1.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.38% |
| 1 Month |
|
|
-0.88% |
| 3 Months |
|
|
+8.65% |
| YTD |
|
|
+28.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
1.130 |
| 1M High / 1M Low: |
1.280 |
1.130 |
| 6M High / 6M Low: |
1.280 |
0.810 |
| High (YTD): |
2024-05-13 |
1.280 |
| Low (YTD): |
2024-04-16 |
0.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.995 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
39.84% |
| Volatility 6M: |
|
61.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
