DZ Bank Call 120 GXI 20.09.2024
/ DE000DJ6B903
DZ Bank Call 120 GXI 20.09.2024/ DE000DJ6B903 /
| 2024-06-07 9:35:11 PM |
Chg.+0.010 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+2.50% |
-
Bid Size: - |
-
Ask Size: - |
GERRESHEIMER AG |
120.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ6B90 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.40 |
| Parity: |
-1.21 |
| Time value: |
0.43 |
| Break-even: |
124.30 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.03 |
| Spread %: |
7.50% |
| Delta: |
0.34 |
| Theta: |
-0.04 |
| Omega: |
8.62 |
| Rho: |
0.09 |
Quote data
| Open: |
0.390 |
| High: |
0.420 |
| Low: |
0.390 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.26% |
| 1 Month |
|
|
+57.69% |
| 3 Months |
|
|
-22.64% |
| YTD |
|
|
-4.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.350 |
| 1M High / 1M Low: |
0.410 |
0.071 |
| 6M High / 6M Low: |
0.840 |
0.071 |
| High (YTD): |
2024-03-06 |
0.840 |
| Low (YTD): |
2024-05-22 |
0.071 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.266 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.378 |
| Avg. volume 6M: |
|
24 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,184.51% |
| Volatility 6M: |
|
623.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
