DZ Bank Call 2 CEC 20.09.2024
/ DE000DJ20U32
DZ Bank Call 2 CEC 20.09.2024/ DE000DJ20U32 /
| 2024-06-07 6:13:01 PM |
Chg.-0.03 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
-2.40% |
-
Bid Size: - |
-
Ask Size: - |
CECONOMY AG INH O.N... |
2.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20U3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CECONOMY AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.48 |
| Parity: |
1.19 |
| Time value: |
0.16 |
| Break-even: |
3.35 |
| Moneyness: |
1.60 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.15 |
| Spread %: |
12.50% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
2.07 |
| Rho: |
0.00 |
Quote data
| Open: |
1.25 |
| High: |
1.28 |
| Low: |
1.22 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.93% |
| 1 Month |
|
|
+238.89% |
| 3 Months |
|
|
+306.67% |
| YTD |
|
|
+64.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.22 |
| 1M High / 1M Low: |
1.27 |
0.36 |
| 6M High / 6M Low: |
1.27 |
0.16 |
| High (YTD): |
2024-06-04 |
1.27 |
| Low (YTD): |
2024-03-22 |
0.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.20% |
| Volatility 6M: |
|
156.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
