DZ Bank Call 170 CGM 21.06.2024
/ DE000DJ3J2T3
DZ Bank Call 170 CGM 21.06.2024/ DE000DJ3J2T3 /
| 2024-05-27 12:35:24 PM |
Chg.+0.140 |
Bid9:58:04 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.450EUR |
+3.25% |
-
Bid Size: - |
-
Ask Size: - |
CAPGEMINI SE INH. EO... |
170.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3J2T |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2024-05-28 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
3.78 |
| Historic volatility: |
0.23 |
| Parity: |
1.23 |
| Time value: |
2.80 |
| Break-even: |
210.30 |
| Moneyness: |
1.07 |
| Premium: |
0.15 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.65 |
| Theta: |
-2.74 |
| Omega: |
2.94 |
| Rho: |
0.01 |
Quote data
| Open: |
4.310 |
| High: |
4.490 |
| Low: |
4.220 |
| Previous Close: |
4.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+15.89% |
| 3 Months |
|
|
-20.54% |
| YTD |
|
|
+53.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.450 |
3.660 |
| 6M High / 6M Low: |
5.850 |
2.280 |
| High (YTD): |
2024-03-07 |
5.850 |
| Low (YTD): |
2024-01-10 |
2.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.987 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.075 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.20% |
| Volatility 6M: |
|
106.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
