DZ Bank Call 16 1U1 20.09.2024
/ DE000DJ227J7
DZ Bank Call 16 1U1 20.09.2024/ DE000DJ227J7 /
| 12/06/2024 20:34:37 |
Chg.-0.120 |
Bid20:37:08 |
Ask20:37:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
-9.68% |
1.120
Bid Size: 2,500 |
1.340
Ask Size: 2,500 |
1+1 AG INH O.N. |
16.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
DJ227J |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.33 |
| Parity: |
1.10 |
| Time value: |
0.40 |
| Break-even: |
17.50 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.27 |
| Spread %: |
21.95% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
8.90 |
| Rho: |
0.03 |
Quote data
| Open: |
1.280 |
| High: |
1.320 |
| Low: |
1.110 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.32% |
| 1 Month |
|
|
+0.90% |
| 3 Months |
|
|
-5.08% |
| YTD |
|
|
-27.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
1.240 |
| 1M High / 1M Low: |
1.520 |
1.180 |
| 6M High / 6M Low: |
1.680 |
0.910 |
| High (YTD): |
24/01/2024 |
1.680 |
| Low (YTD): |
16/04/2024 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.387 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.298 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.31% |
| Volatility 6M: |
|
97.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
