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DZ Bank Call 21 SGE 21.06.2024/  DE000DJ5LJZ9  /

Frankfurt Zert./DZB
2024-06-12  2:34:53 PM Chg.+0.030 Bid2024-06-12 Ask2024-06-12 Underlying Strike price Expiration date Option type
0.220EUR +15.79% 0.220
Bid Size: 100,000		 0.240
Ask Size: 100,000		 STE GENERALE INH. EO... 21.00 EUR 2024-06-21 Call
 

Master data

WKN: DJ5LJZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: STE GENERALE INH. EO 1,25
Type: Warrant
Option type: Call
Strike price: 21.00 EUR
Maturity: 2024-06-21
Issue date: 2023-10-23
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.80
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.19
Implied volatility: 1.07
Historic volatility: 0.25
Parity: 0.19
Time value: 0.07
Break-even: 23.60
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 2.58
Spread abs.: 0.08
Spread %: 44.44%
Delta: 0.72
Theta: -0.07
Omega: 6.38
Rho: 0.00
 

Quote data

Open: 0.210
High: 0.220
Low: 0.180
Previous Close: 0.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -54.17%
1 Month
  -52.17%
3 Months
  -21.43%
YTD
  -40.54%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.190
1M High / 1M Low: 0.640 0.190
6M High / 6M Low: 0.640 0.130
High (YTD): 2024-05-20 0.640
Low (YTD): 2024-02-13 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.380
Avg. volume 1W:   0.000
Avg. price 1M:   0.538
Avg. volume 1M:   1,818.182
Avg. price 6M:   0.354
Avg. volume 6M:   640
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   200.92%
Volatility 6M:   156.45%
Volatility 1Y:   -
Volatility 3Y:   -