DZ Bank Call 20 DTE 20.09.2024
/ DE000DJ23AB0
DZ Bank Call 20 DTE 20.09.2024/ DE000DJ23AB0 /
| 6/7/2024 8:04:52 PM |
Chg.-0.010 |
Bid6/7/2024 |
Ask6/7/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
-0.47% |
2.120
Bid Size: 10,000 |
2.170
Ask Size: 10,000 |
DT.TELEKOM AG NA |
20.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ23AB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
10.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.86 |
| Intrinsic value: |
2.63 |
| Implied volatility: |
- |
| Historic volatility: |
0.14 |
| Parity: |
2.63 |
| Time value: |
-0.45 |
| Break-even: |
22.18 |
| Moneyness: |
1.13 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
2.35% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.120 |
| High: |
2.150 |
| Low: |
2.100 |
| Previous Close: |
2.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.41% |
| 1 Month |
|
|
+22.54% |
| 3 Months |
|
|
+30.06% |
| YTD |
|
|
+36.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.130 |
2.000 |
| 1M High / 1M Low: |
2.130 |
1.720 |
| 6M High / 6M Low: |
2.130 |
1.360 |
| High (YTD): |
6/6/2024 |
2.130 |
| Low (YTD): |
3/14/2024 |
1.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.889 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.722 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.57% |
| Volatility 6M: |
|
65.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
