DZ Bank Call 9.5 BOY 20.09.2024
/ DE000DJ65LK9
DZ Bank Call 9.5 BOY 20.09.2024/ DE000DJ65LK9 /
2024-05-17 9:34:38 PM |
Chg.+0.090 |
Bid9:39:50 PM |
Ask9:39:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.040EUR |
+9.47% |
1.030 Bid Size: 10,000 |
1.070 Ask Size: 10,000 |
BCO BIL.VIZ.ARG.NOM.... |
9.50 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ65LK |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.50 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-01 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.47 |
Implied volatility: |
0.28 |
Historic volatility: |
0.24 |
Parity: |
0.47 |
Time value: |
0.50 |
Break-even: |
10.47 |
Moneyness: |
1.05 |
Premium: |
0.05 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.04 |
Spread %: |
4.30% |
Delta: |
0.68 |
Theta: |
0.00 |
Omega: |
6.97 |
Rho: |
0.02 |
Quote data
Open: |
0.940 |
High: |
1.040 |
Low: |
0.930 |
Previous Close: |
0.950 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+26.83% |
1 Month |
|
|
-17.46% |
3 Months |
|
|
+153.66% |
YTD |
|
|
+352.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.110 |
0.820 |
1M High / 1M Low: |
1.840 |
0.750 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-29 |
1.840 |
Low (YTD): |
2024-01-25 |
0.120 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.928 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.204 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
268.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |