DZ Bank Call 142.5 BEI 20.09.2024
/ DE000DJ62515
DZ Bank Call 142.5 BEI 20.09.2024/ DE000DJ62515 /
| 07/06/2024 21:35:22 |
Chg.+0.130 |
Bid21:58:04 |
Ask21:58:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+19.40% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
142.50 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
29/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
0.05 |
| Time value: |
0.67 |
| Break-even: |
149.60 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
5.97% |
| Delta: |
0.57 |
| Theta: |
-0.04 |
| Omega: |
11.52 |
| Rho: |
0.21 |
Quote data
| Open: |
0.640 |
| High: |
0.800 |
| Low: |
0.640 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.27% |
| 1 Month |
|
|
-4.76% |
| 3 Months |
|
|
+122.22% |
| YTD |
|
|
+29.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.670 |
| 1M High / 1M Low: |
1.030 |
0.670 |
| 6M High / 6M Low: |
1.030 |
0.230 |
| High (YTD): |
10/05/2024 |
1.030 |
| Low (YTD): |
10/04/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.738 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.833 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.592 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.15% |
| Volatility 6M: |
|
182.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
