DZ Bank Call 142.5 BEI 20.09.2024
/ DE000DJ62515
DZ Bank Call 142.5 BEI 20.09.2024/ DE000DJ62515 /
5/31/2024 9:34:55 PM |
Chg.+0.110 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
+16.18% |
0.810 Bid Size: 4,000 |
0.850 Ask Size: 4,000 |
BEIERSDORF AG O.N. |
142.50 EUR |
9/20/2024 |
Call |
Master data
WKN: |
DJ6251 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BEIERSDORF AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
142.50 EUR |
Maturity: |
9/20/2024 |
Issue date: |
11/29/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
16.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.64 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.21 |
Historic volatility: |
0.14 |
Parity: |
0.19 |
Time value: |
0.67 |
Break-even: |
151.00 |
Moneyness: |
1.01 |
Premium: |
0.05 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.04 |
Spread %: |
4.94% |
Delta: |
0.61 |
Theta: |
-0.04 |
Omega: |
10.28 |
Rho: |
0.24 |
Quote data
Open: |
0.680 |
High: |
0.790 |
Low: |
0.680 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-13.19% |
1 Month |
|
|
+23.44% |
3 Months |
|
|
+119.44% |
YTD |
|
|
+27.42% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.890 |
0.680 |
1M High / 1M Low: |
1.030 |
0.680 |
6M High / 6M Low: |
1.030 |
0.230 |
High (YTD): |
5/10/2024 |
1.030 |
Low (YTD): |
4/10/2024 |
0.230 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.764 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.847 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.584 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
128.85% |
Volatility 6M: |
|
181.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |