DZ Bank Call 90 ADN1 21.06.2024
/ DE000DJ29F08
DZ Bank Call 90 ADN1 21.06.2024/ DE000DJ29F08 /
| 2024-05-17 8:03:50 AM |
Chg.-0.16 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
-13.22% |
-
Bid Size: - |
-
Ask Size: - |
ADESSO SE INH O.N. |
90.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ29F0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ADESSO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.37 |
| Parity: |
0.37 |
| Time value: |
0.56 |
| Break-even: |
99.30 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.12 |
| Spread %: |
14.81% |
| Delta: |
0.63 |
| Theta: |
-0.11 |
| Omega: |
6.31 |
| Rho: |
0.05 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.55% |
| 1 Month |
|
|
-41.67% |
| 3 Months |
|
|
-29.05% |
| YTD |
|
|
-55.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.70 |
1.05 |
| 1M High / 1M Low: |
2.21 |
1.05 |
| 6M High / 6M Low: |
3.29 |
1.05 |
| High (YTD): |
2024-03-08 |
3.29 |
| Low (YTD): |
2024-05-17 |
1.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.13% |
| Volatility 6M: |
|
165.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
