DZ Bank Call 14 DBK 21.06.2024
/ DE000DJ2VH87
DZ Bank Call 14 DBK 21.06.2024/ DE000DJ2VH87 /
| 2024-05-16 10:34:54 AM |
Chg.-0.210 |
Bid10:44:04 AM |
Ask10:44:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.870EUR |
-10.10% |
1.860
Bid Size: 60,000 |
1.880
Ask Size: 60,000 |
DEUTSCHE BANK AG NA ... |
14.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ2VH8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
2.06 |
| Time value: |
0.12 |
| Break-even: |
16.18 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.08 |
| Spread %: |
3.81% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
6.73 |
| Rho: |
0.01 |
Quote data
| Open: |
2.070 |
| High: |
2.070 |
| Low: |
1.820 |
| Previous Close: |
2.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.10% |
| 1 Month |
|
|
+98.94% |
| 3 Months |
|
|
+938.89% |
| YTD |
|
|
+356.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.080 |
1.860 |
| 1M High / 1M Low: |
2.720 |
0.940 |
| 6M High / 6M Low: |
2.720 |
0.160 |
| High (YTD): |
2024-04-25 |
2.720 |
| Low (YTD): |
2024-02-21 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.970 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.634 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
339.36% |
| Volatility 6M: |
|
242.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
