DZ Bank Call 127.5 BEI 20.09.2024
/ DE000DJ4KW06
DZ Bank Call 127.5 BEI 20.09.2024/ DE000DJ4KW06 /
| 2024-06-07 8:09:13 AM |
Chg.-0.13 |
Bid9:36:19 AM |
Ask9:36:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.80EUR |
-6.74% |
1.81
Bid Size: 40,000 |
1.82
Ask Size: 40,000 |
BEIERSDORF AG O.N. |
127.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ4KW0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
127.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-02 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.14 |
| Parity: |
1.65 |
| Time value: |
0.34 |
| Break-even: |
147.40 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
2.05% |
| Delta: |
0.83 |
| Theta: |
-0.04 |
| Omega: |
6.02 |
| Rho: |
0.29 |
Quote data
| Open: |
1.80 |
| High: |
1.80 |
| Low: |
1.80 |
| Previous Close: |
1.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
-5.76% |
| 3 Months |
|
|
+89.47% |
| YTD |
|
|
+22.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.05 |
1.90 |
| 1M High / 1M Low: |
2.24 |
1.84 |
| 6M High / 6M Low: |
2.24 |
0.83 |
| High (YTD): |
2024-05-13 |
2.24 |
| Low (YTD): |
2024-04-11 |
0.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.39% |
| Volatility 6M: |
|
119.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
