DZ Bank Call 12 GYC 20.09.2024
/ DE000DJ26UR7
DZ Bank Call 12 GYC 20.09.2024/ DE000DJ26UR7 /
| 04/06/2024 08:34:28 |
Chg.-0.060 |
Bid04/06/2024 |
Ask04/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-9.84% |
0.550
Bid Size: 4,375 |
0.700
Ask Size: 4,375 |
GRAND CITY PROPERT.E... |
12.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ26UR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GRAND CITY PROPERT.EO-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
13/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.37 |
| Parity: |
-0.63 |
| Time value: |
0.66 |
| Break-even: |
12.66 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.18 |
| Spread %: |
37.50% |
| Delta: |
0.45 |
| Theta: |
0.00 |
| Omega: |
7.74 |
| Rho: |
0.01 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.78% |
| 1 Month |
|
|
+3.77% |
| 3 Months |
|
|
+54900.00% |
| YTD |
|
|
+22.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.360 |
| 1M High / 1M Low: |
0.740 |
0.360 |
| 6M High / 6M Low: |
0.740 |
0.001 |
| High (YTD): |
22/05/2024 |
0.740 |
| Low (YTD): |
06/03/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.545 |
| Avg. volume 1M: |
|
571.429 |
| Avg. price 6M: |
|
0.270 |
| Avg. volume 6M: |
|
96 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
328.29% |
| Volatility 6M: |
|
4,106.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
