DZ Bank Call 75 EVD 20.12.2024
/ DE000DJ39VL1
DZ Bank Call 75 EVD 20.12.2024/ DE000DJ39VL1 /
| 2024-04-29 9:35:07 PM |
Chg.+0.090 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
+7.44% |
1.300
Bid Size: 7,500 |
1.330
Ask Size: 7,500 |
CTS EVENTIM KGAA |
75.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ39VL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.28 |
| Parity: |
0.72 |
| Time value: |
0.53 |
| Break-even: |
87.40 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
2.48% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
4.86 |
| Rho: |
0.31 |
Quote data
| Open: |
1.220 |
| High: |
1.320 |
| Low: |
1.220 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.24% |
| 1 Month |
|
|
+3.17% |
| 3 Months |
|
|
+420.00% |
| YTD |
|
|
+261.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.300 |
1.190 |
| 1M High / 1M Low: |
1.490 |
1.100 |
| 6M High / 6M Low: |
1.490 |
0.200 |
| High (YTD): |
2024-04-08 |
1.490 |
| Low (YTD): |
2024-01-22 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.281 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.607 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.32% |
| Volatility 6M: |
|
160.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
