DZ Bank Call 120 GXI 20.09.2024
/ DE000DJ6B903
DZ Bank Call 120 GXI 20.09.2024/ DE000DJ6B903 /
| 2024-05-29 6:09:25 PM |
Chg.-0.120 |
Bid8:12:25 PM |
Ask8:12:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-33.33% |
0.240
Bid Size: 18,750 |
0.260
Ask Size: 18,750 |
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: |
32.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.40 |
| Parity: |
-1.62 |
| Time value: |
0.32 |
| Break-even: |
123.20 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.03 |
| Spread %: |
10.34% |
| Delta: |
0.28 |
| Theta: |
-0.03 |
| Omega: |
9.09 |
| Rho: |
0.08 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.240 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+200.00% |
| 1 Month |
|
|
-29.41% |
| 3 Months |
|
|
-68.42% |
| YTD |
|
|
-44.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.068 |
| 1M High / 1M Low: |
0.380 |
0.068 |
| 6M High / 6M Low: |
0.810 |
0.068 |
| High (YTD): |
2024-03-06 |
0.810 |
| Low (YTD): |
2024-05-23 |
0.068 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.374 |
| Avg. volume 6M: |
|
48.387 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,629.66% |
| Volatility 6M: |
|
747.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
