DZ Bank Call 20 AAG/D 20.09.2024
/ DE000DJ20P21
DZ Bank Call 20 AAG/D 20.09.2024/ DE000DJ20P21 /
| 2024-06-03 8:22:59 AM |
Chg.-0.020 |
Bid11:52:26 AM |
Ask11:52:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-16.67% |
0.120
Bid Size: 25,000 |
0.150
Ask Size: 25,000 |
AUMANN AG INH O.N. |
20.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20P2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AUMANN AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.35 |
| Parity: |
-0.16 |
| Time value: |
0.18 |
| Break-even: |
21.80 |
| Moneyness: |
0.92 |
| Premium: |
0.18 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.09 |
| Spread %: |
100.00% |
| Delta: |
0.47 |
| Theta: |
-0.01 |
| Omega: |
4.84 |
| Rho: |
0.02 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
+11.11% |
| 3 Months |
|
|
-9.09% |
| YTD |
|
|
-61.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.070 |
| 1M High / 1M Low: |
0.120 |
0.050 |
| 6M High / 6M Low: |
0.260 |
0.050 |
| High (YTD): |
2024-01-02 |
0.210 |
| Low (YTD): |
2024-05-08 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.121 |
| Avg. volume 6M: |
|
80.645 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
436.30% |
| Volatility 6M: |
|
302.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
