DZ Bank Call 12.5 FTK 20.12.2024
/ DE000DJ7N9F7
DZ Bank Call 12.5 FTK 20.12.2024/ DE000DJ7N9F7 /
2024-09-26 5:04:33 PM |
Chg.+0.029 |
Bid5:20:11 PM |
Ask5:20:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
+47.54% |
0.090 Bid Size: 100,000 |
0.100 Ask Size: 100,000 |
FLATEXDEGIRO AG NA O... |
12.50 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ7N9F |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FLATEXDEGIRO AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.50 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-15 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
13.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.39 |
Parity: |
-0.01 |
Time value: |
0.09 |
Break-even: |
13.40 |
Moneyness: |
0.99 |
Premium: |
0.08 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.03 |
Spread %: |
50.00% |
Delta: |
0.54 |
Theta: |
-0.01 |
Omega: |
7.40 |
Rho: |
0.01 |
Quote data
Open: |
0.066 |
High: |
0.100 |
Low: |
0.066 |
Previous Close: |
0.061 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.50% |
1 Month |
|
|
-10.00% |
3 Months |
|
|
-43.75% |
YTD |
|
|
-25.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.080 |
0.061 |
1M High / 1M Low: |
0.140 |
0.050 |
6M High / 6M Low: |
0.250 |
0.030 |
High (YTD): |
2024-06-06 |
0.250 |
Low (YTD): |
2024-03-11 |
0.022 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.066 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.075 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.122 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
294.87% |
Volatility 6M: |
|
293.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |