DZ Bank Call 9.5 BOY 20.09.2024
/ DE000DJ65LK9
DZ Bank Call 9.5 BOY 20.09.2024/ DE000DJ65LK9 /
| 2024-05-21 9:06:36 AM |
Chg.-0.050 |
Bid9:55:50 AM |
Ask9:55:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-5.05% |
0.980
Bid Size: 50,000 |
0.990
Ask Size: 50,000 |
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: |
10.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.43 |
| Time value: |
0.52 |
| Break-even: |
10.45 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
4.40% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
6.96 |
| Rho: |
0.02 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.50% |
| 1 Month |
|
|
-22.95% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
+308.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.800 |
| 1M High / 1M Low: |
2.020 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-29 |
2.020 |
| Low (YTD): |
2024-01-29 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.968 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
