DZ Bank Call 2.25 CEC 20.12.2024
/ DE000DJ2A136
DZ Bank Call 2.25 CEC 20.12.2024/ DE000DJ2A136 /
2024-05-21 7:34:18 PM |
Chg.-0.030 |
Bid2024-05-21 |
Ask2024-05-21 |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
-3.23% |
0.900 Bid Size: 22,750 |
0.970 Ask Size: 22,750 |
CECONOMY AG INH O.N... |
2.25 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ2A13 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CECONOMY AG INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.25 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-09-08 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.76 |
Implied volatility: |
0.65 |
Historic volatility: |
0.49 |
Parity: |
0.76 |
Time value: |
0.25 |
Break-even: |
3.26 |
Moneyness: |
1.34 |
Premium: |
0.08 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.09 |
Spread %: |
9.78% |
Delta: |
0.81 |
Theta: |
0.00 |
Omega: |
2.41 |
Rho: |
0.01 |
Quote data
Open: |
0.900 |
High: |
0.940 |
Low: |
0.880 |
Previous Close: |
0.930 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+69.81% |
1 Month |
|
|
+200.00% |
3 Months |
|
|
+181.25% |
YTD |
|
|
+32.35% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.930 |
0.530 |
1M High / 1M Low: |
0.930 |
0.310 |
6M High / 6M Low: |
0.930 |
0.140 |
High (YTD): |
2024-05-20 |
0.930 |
Low (YTD): |
2024-03-22 |
0.140 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.712 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.438 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.422 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
156.33% |
Volatility 6M: |
|
161.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |