DZ Bank Call 115 GXI 20.09.2024
/ DE000DJ5J5P2
DZ Bank Call 115 GXI 20.09.2024/ DE000DJ5J5P2 /
| 2024-05-30 8:18:21 AM |
Chg.-0.020 |
Bid8:24:01 AM |
Ask8:24:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-5.56% |
0.350
Bid Size: 26,250 |
0.370
Ask Size: 26,250 |
GERRESHEIMER AG |
115.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ5J5P |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.40 |
| Parity: |
-1.12 |
| Time value: |
0.45 |
| Break-even: |
119.50 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.03 |
| Spread %: |
7.14% |
| Delta: |
0.36 |
| Theta: |
-0.04 |
| Omega: |
8.28 |
| Rho: |
0.10 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.09% |
| 1 Month |
|
|
-29.17% |
| 3 Months |
|
|
-64.21% |
| YTD |
|
|
-38.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.360 |
| 1M High / 1M Low: |
0.540 |
0.130 |
| 6M High / 6M Low: |
1.020 |
0.130 |
| High (YTD): |
2024-03-06 |
1.020 |
| Low (YTD): |
2024-05-22 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.374 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.493 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
938.51% |
| Volatility 6M: |
|
464.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
