DZ Bank Call 2.25 CEC 20.12.2024
/ DE000DJ2A136
DZ Bank Call 2.25 CEC 20.12.2024/ DE000DJ2A136 /
| 5/22/2024 11:05:37 AM |
Chg.-0.040 |
Bid11:13:02 AM |
Ask11:13:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-4.40% |
0.860
Bid Size: 65,000 |
0.890
Ask Size: 65,000 |
CECONOMY AG INH O.N... |
2.25 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
9/8/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.48 |
| Parity: |
0.74 |
| Time value: |
0.24 |
| Break-even: |
3.23 |
| Moneyness: |
1.33 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.09 |
| Spread %: |
10.11% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
2.47 |
| Rho: |
0.01 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.870 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.94% |
| 1 Month |
|
|
+155.88% |
| 3 Months |
|
|
+163.64% |
| YTD |
|
|
+27.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.640 |
| 1M High / 1M Low: |
0.930 |
0.310 |
| 6M High / 6M Low: |
0.930 |
0.140 |
| High (YTD): |
5/20/2024 |
0.930 |
| Low (YTD): |
3/22/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.794 |
| Avg. volume 1W: |
|
230 |
| Avg. price 1M: |
|
0.464 |
| Avg. volume 1M: |
|
54.762 |
| Avg. price 6M: |
|
0.428 |
| Avg. volume 6M: |
|
9.274 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.01% |
| Volatility 6M: |
|
166.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
