DZ Bank Call 21 DTE 20.09.2024
/ DE000DJ33V28
DZ Bank Call 21 DTE 20.09.2024/ DE000DJ33V28 /
| 2024-06-05 6:04:20 PM |
Chg.+0.230 |
Bid6:14:42 PM |
Ask6:14:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.090EUR |
+12.37% |
2.080
Bid Size: 12,000 |
2.120
Ask Size: 12,000 |
DT.TELEKOM AG NA |
21.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ33V2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
1.25 |
| Time value: |
0.67 |
| Break-even: |
22.92 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
2.13% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
8.56 |
| Rho: |
0.04 |
Quote data
| Open: |
1.910 |
| High: |
2.140 |
| Low: |
1.910 |
| Previous Close: |
1.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+59.54% |
| 1 Month |
|
|
+41.22% |
| 3 Months |
|
|
+30.63% |
| YTD |
|
|
+42.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.870 |
1.310 |
| 1M High / 1M Low: |
1.870 |
1.310 |
| 6M High / 6M Low: |
2.740 |
1.060 |
| High (YTD): |
2024-01-22 |
2.740 |
| Low (YTD): |
2024-04-18 |
1.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.577 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.707 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.32% |
| Volatility 6M: |
|
127.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
