DZ Bank Call 14 REP 20.09.2024
/ DE000DJ26Y16
DZ Bank Call 14 REP 20.09.2024/ DE000DJ26Y16 /
| 2024-06-11 9:11:11 AM |
Chg.+0.030 |
Bid5:53:30 PM |
Ask5:53:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+3.49% |
0.860
Bid Size: 10,000 |
0.960
Ask Size: 10,000 |
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: |
13.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.20 |
| Parity: |
0.70 |
| Time value: |
0.39 |
| Break-even: |
15.09 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
4.81% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
9.95 |
| Rho: |
0.03 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.32% |
| 1 Month |
|
|
-31.54% |
| 3 Months |
|
|
-24.58% |
| YTD |
|
|
+17.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.860 |
| 1M High / 1M Low: |
1.520 |
0.860 |
| 6M High / 6M Low: |
2.510 |
0.640 |
| High (YTD): |
2024-04-05 |
2.510 |
| Low (YTD): |
2024-01-23 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.906 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.183 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.242 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.16% |
| Volatility 6M: |
|
170.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
