DZ Bank Call 13 REP 20.12.2024
/ DE000DJ39GQ1
DZ Bank Call 13 REP 20.12.2024/ DE000DJ39GQ1 /
| 2024-06-13 7:04:27 PM |
Chg.-0.210 |
Bid7:23:11 PM |
Ask7:23:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.550EUR |
-11.93% |
1.550
Bid Size: 10,000 |
1.600
Ask Size: 10,000 |
REPSOL S.A. INH. ... |
13.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ39GQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
1.32 |
| Time value: |
0.56 |
| Break-even: |
14.87 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
5.65% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
6.00 |
| Rho: |
0.05 |
Quote data
| Open: |
1.660 |
| High: |
1.660 |
| Low: |
1.530 |
| Previous Close: |
1.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.42% |
| 1 Month |
|
|
-33.19% |
| 3 Months |
|
|
-39.69% |
| YTD |
|
|
+8.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.060 |
1.760 |
| 1M High / 1M Low: |
2.430 |
1.760 |
| 6M High / 6M Low: |
3.590 |
1.310 |
| High (YTD): |
2024-04-05 |
3.590 |
| Low (YTD): |
2024-01-23 |
1.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.912 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.088 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.92% |
| Volatility 6M: |
|
100.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
