DZ Bank Call 14 REP 20.09.2024
/ DE000DJ26Y16
DZ Bank Call 14 REP 20.09.2024/ DE000DJ26Y16 /
| 2024-06-07 9:34:58 PM |
Chg.+0.020 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+2.13% |
-
Bid Size: - |
-
Ask Size: - |
REPSOL S.A. INH. ... |
14.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26Y1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.20 |
| Parity: |
0.60 |
| Time value: |
0.41 |
| Break-even: |
15.00 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
5.26% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
10.52 |
| Rho: |
0.03 |
Quote data
| Open: |
0.930 |
| High: |
0.970 |
| Low: |
0.810 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.58% |
| 1 Month |
|
|
-15.04% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
+28.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.900 |
| 1M High / 1M Low: |
1.430 |
0.900 |
| 6M High / 6M Low: |
2.600 |
0.650 |
| High (YTD): |
2024-04-05 |
2.600 |
| Low (YTD): |
2024-01-23 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.960 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.168 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.233 |
| Avg. volume 6M: |
|
55.536 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.82% |
| Volatility 6M: |
|
147.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
