DZ Bank Call 16 VNA 21.06.2024
/ DE000DJ0TCM6
DZ Bank Call 16 VNA 21.06.2024/ DE000DJ0TCM6 /
| 2024-05-30 8:13:50 AM |
Chg.-0.05 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
-4.17% |
-
Bid Size: - |
-
Ask Size: - |
VONOVIA SE NA O.N. |
16.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ0TCM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
1.81 |
| Historic volatility: |
0.37 |
| Parity: |
1.19 |
| Time value: |
0.05 |
| Break-even: |
28.40 |
| Moneyness: |
1.74 |
| Premium: |
0.02 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.08 |
| Spread %: |
6.90% |
| Delta: |
0.93 |
| Theta: |
-0.04 |
| Omega: |
2.09 |
| Rho: |
0.01 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.73% |
| 1 Month |
|
|
+8.49% |
| 3 Months |
|
|
+16.16% |
| YTD |
|
|
-12.21% |
| 1 Year |
|
|
+228.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.15 |
| 1M High / 1M Low: |
1.36 |
1.06 |
| 6M High / 6M Low: |
1.36 |
0.83 |
| High (YTD): |
2024-05-16 |
1.36 |
| Low (YTD): |
2024-04-19 |
0.83 |
| 52W High: |
2024-05-16 |
1.36 |
| 52W Low: |
2023-06-26 |
0.32 |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.85 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
85.20% |
| Volatility 6M: |
|
76.97% |
| Volatility 1Y: |
|
97.73% |
| Volatility 3Y: |
|
- |
