DZ Bank Call 800 1N8 21.06.2024
/ DE000DJ4Z832
DZ Bank Call 800 1N8 21.06.2024/ DE000DJ4Z832 /
| 2024-05-17 9:35:03 PM |
Chg.-0.440 |
Bid9:59:34 PM |
Ask9:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.380EUR |
-9.13% |
4.390
Bid Size: 1,000 |
4.490
Ask Size: 1,000 |
ADYEN N.V. E... |
800.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ4Z83 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ADYEN N.V. EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.45 |
| Intrinsic value: |
4.41 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.69 |
| Parity: |
4.41 |
| Time value: |
0.08 |
| Break-even: |
1,249.00 |
| Moneyness: |
1.55 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.10 |
| Spread %: |
2.28% |
| Delta: |
0.97 |
| Theta: |
-0.45 |
| Omega: |
2.67 |
| Rho: |
0.70 |
Quote data
| Open: |
4.780 |
| High: |
4.780 |
| Low: |
4.350 |
| Previous Close: |
4.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.10% |
| 1 Month |
|
|
-26.63% |
| 3 Months |
|
|
-37.70% |
| YTD |
|
|
+5.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.820 |
4.380 |
| 1M High / 1M Low: |
6.310 |
3.310 |
| 6M High / 6M Low: |
7.860 |
3.020 |
| High (YTD): |
2024-03-27 |
7.860 |
| Low (YTD): |
2024-04-30 |
3.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.527 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.153 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.25% |
| Volatility 6M: |
|
112.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
