DZ Bank Call 16 CAR 20.09.2024
/ DE000DJ20UY6
DZ Bank Call 16 CAR 20.09.2024/ DE000DJ20UY6 /
| 2024-05-24 9:34:41 PM |
Chg.+0.001 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.055EUR |
+1.85% |
0.056
Bid Size: 20,000 |
0.076
Ask Size: 20,000 |
CARREFOUR S.A. INH.E... |
16.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20UY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.20 |
| Parity: |
0.03 |
| Time value: |
0.05 |
| Break-even: |
16.76 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
35.71% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
14.50 |
| Rho: |
0.03 |
Quote data
| Open: |
0.058 |
| High: |
0.064 |
| Low: |
0.055 |
| Previous Close: |
0.054 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.63% |
| 1 Month |
|
|
-6.78% |
| 3 Months |
|
|
-38.89% |
| YTD |
|
|
-67.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.062 |
0.054 |
| 1M High / 1M Low: |
0.110 |
0.042 |
| 6M High / 6M Low: |
0.240 |
0.042 |
| High (YTD): |
2024-01-04 |
0.180 |
| Low (YTD): |
2024-05-02 |
0.042 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.059 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.107 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.17% |
| Volatility 6M: |
|
217.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
