DZ Bank Call 11.5 FTK 20.12.2024
/ DE000DJ6UNK2
DZ Bank Call 11.5 FTK 20.12.2024/ DE000DJ6UNK2 /
2024-09-20 10:04:21 AM |
Chg.+0.010 |
Bid2024-09-20 |
Ask2024-09-20 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
+7.14% |
0.150 Bid Size: 100,000 |
0.160 Ask Size: 100,000 |
FLATEXDEGIRO AG NA O... |
11.50 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ6UNK |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FLATEXDEGIRO AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.50 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-21 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.11 |
Implied volatility: |
0.42 |
Historic volatility: |
0.40 |
Parity: |
0.11 |
Time value: |
0.06 |
Break-even: |
13.20 |
Moneyness: |
1.10 |
Premium: |
0.05 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.03 |
Spread %: |
21.43% |
Delta: |
0.72 |
Theta: |
-0.01 |
Omega: |
5.33 |
Rho: |
0.02 |
Quote data
Open: |
0.140 |
High: |
0.150 |
Low: |
0.140 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+15.38% |
1 Month |
|
|
-16.67% |
3 Months |
|
|
-40.00% |
YTD |
|
|
-6.25% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.100 |
1M High / 1M Low: |
0.200 |
0.100 |
6M High / 6M Low: |
0.310 |
0.044 |
High (YTD): |
2024-06-10 |
0.310 |
Low (YTD): |
2024-03-11 |
0.040 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.118 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.143 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.173 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
185.90% |
Volatility 6M: |
|
218.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |