DZ Bank Call 14 DBK 21.06.2024
/ DE000DJ2VH87
DZ Bank Call 14 DBK 21.06.2024/ DE000DJ2VH87 /
2024-05-16 8:23:44 AM |
Chg.+0.02 |
Bid6:10:23 PM |
Ask6:10:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.09EUR |
+0.97% |
1.84 Bid Size: 12,000 |
1.92 Ask Size: 12,000 |
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: |
2.09 |
High: |
2.09 |
Low: |
2.09 |
Previous Close: |
2.07 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.47% |
1 Month |
|
|
+99.05% |
3 Months |
|
|
+945.00% |
YTD |
|
|
+375.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.07 |
1.84 |
1M High / 1M Low: |
2.74 |
0.92 |
6M High / 6M Low: |
2.74 |
0.16 |
High (YTD): |
2024-04-26 |
2.74 |
Low (YTD): |
2024-02-12 |
0.16 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.95 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.59 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.62 |
Avg. volume 6M: |
|
120.97 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
363.87% |
Volatility 6M: |
|
255.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |