DZ Bank Call 2.25 IES 21.06.2024
/ DE000DJ3J6V0
DZ Bank Call 2.25 IES 21.06.2024/ DE000DJ3J6V0 /
| 2024-06-06 1:09:01 PM |
Chg.+0.020 |
Bid2024-06-06 |
Ask2024-06-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
+1.56% |
1.300
Bid Size: 100,000 |
1.320
Ask Size: 100,000 |
INTESA SANPAOLO |
2.25 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3J6V |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.25 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
1.82 |
| Historic volatility: |
0.21 |
| Parity: |
1.29 |
| Time value: |
0.06 |
| Break-even: |
3.60 |
| Moneyness: |
1.57 |
| Premium: |
0.02 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.06 |
| Spread %: |
4.65% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
2.42 |
| Rho: |
0.00 |
Quote data
| Open: |
1.300 |
| High: |
1.300 |
| Low: |
1.270 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.26% |
| 1 Month |
|
|
+0.78% |
| 3 Months |
|
|
+52.94% |
| YTD |
|
|
+182.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.380 |
1.280 |
| 1M High / 1M Low: |
1.500 |
1.240 |
| 6M High / 6M Low: |
1.500 |
0.430 |
| High (YTD): |
2024-05-17 |
1.500 |
| Low (YTD): |
2024-01-03 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.335 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.872 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.05% |
| Volatility 6M: |
|
74.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
