DZ Bank Call 2.75 CEC 21.06.2024
/ DE000DJ3QEL4
DZ Bank Call 2.75 CEC 21.06.2024/ DE000DJ3QEL4 /
| 5/21/2024 12:07:27 PM |
Chg.-0.020 |
Bid5:36:52 PM |
Ask5:36:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-5.00% |
0.370
Bid Size: 22,750 |
0.440
Ask Size: 22,750 |
CECONOMY AG INH O.N... |
2.75 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
DJ3QEL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CECONOMY AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.75 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
7/3/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.49 |
| Parity: |
0.26 |
| Time value: |
0.21 |
| Break-even: |
3.22 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
1.25 |
| Spread abs.: |
0.09 |
| Spread %: |
23.68% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
4.35 |
| Rho: |
0.00 |
Quote data
| Open: |
0.370 |
| High: |
0.390 |
| Low: |
0.370 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+216.67% |
| 1 Month |
|
|
+37900.00% |
| 3 Months |
|
|
+1166.67% |
| YTD |
|
|
+52.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.120 |
| 1M High / 1M Low: |
0.400 |
0.001 |
| 6M High / 6M Low: |
0.400 |
0.001 |
| High (YTD): |
5/20/2024 |
0.400 |
| Low (YTD): |
5/8/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.244 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.094 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
6,753.58% |
| Volatility 6M: |
|
3,000.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
