DZ Bank Call 132.5 BEI 20.09.2024
/ DE000DJ4VD97
DZ Bank Call 132.5 BEI 20.09.2024/ DE000DJ4VD97 /
| 2024-06-07 11:34:43 AM |
Chg.+0.110 |
Bid12:03:28 PM |
Ask12:03:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.500EUR |
+7.91% |
1.530
Bid Size: 40,000 |
1.540
Ask Size: 40,000 |
BEIERSDORF AG O.N. |
132.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ4VD9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
132.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.14 |
| Parity: |
1.05 |
| Time value: |
0.39 |
| Break-even: |
146.80 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
2.88% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
7.75 |
| Rho: |
0.28 |
Quote data
| Open: |
1.370 |
| High: |
1.500 |
| Low: |
1.370 |
| Previous Close: |
1.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.60% |
| 1 Month |
|
|
-4.46% |
| 3 Months |
|
|
+89.87% |
| YTD |
|
|
+30.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
1.390 |
| 1M High / 1M Low: |
1.820 |
1.390 |
| 6M High / 6M Low: |
1.820 |
0.560 |
| High (YTD): |
2024-05-10 |
1.820 |
| Low (YTD): |
2024-04-10 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.589 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.146 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.05% |
| Volatility 6M: |
|
137.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
