DZ Bank Call 2.5 CEC 20.09.2024
/ DE000DJ20U40
DZ Bank Call 2.5 CEC 20.09.2024/ DE000DJ20U40 /
| 6/3/2024 1:13:35 PM |
Chg.+0.110 |
Bid1:41:04 PM |
Ask1:41:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+15.94% |
0.800
Bid Size: 65,000 |
0.830
Ask Size: 65,000 |
CECONOMY AG INH O.N... |
2.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ20U4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CECONOMY AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.49 |
| Parity: |
0.61 |
| Time value: |
0.16 |
| Break-even: |
3.27 |
| Moneyness: |
1.24 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.09 |
| Spread %: |
13.24% |
| Delta: |
0.80 |
| Theta: |
0.00 |
| Omega: |
3.23 |
| Rho: |
0.01 |
Quote data
| Open: |
0.730 |
| High: |
0.800 |
| Low: |
0.730 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.68% |
| 1 Month |
|
|
+433.33% |
| 3 Months |
|
|
+471.43% |
| YTD |
|
|
+73.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.650 |
| 1M High / 1M Low: |
0.770 |
0.120 |
| 6M High / 6M Low: |
0.770 |
0.043 |
| High (YTD): |
5/28/2024 |
0.770 |
| Low (YTD): |
3/22/2024 |
0.043 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.435 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.268 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.23% |
| Volatility 6M: |
|
229.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
