DZ Bank Call 21 SGE 21.06.2024
/ DE000DJ5LJZ9
DZ Bank Call 21 SGE 21.06.2024/ DE000DJ5LJZ9 /
| 2024-06-11 9:11:56 AM |
Chg.-0.060 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-16.67% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.24 |
| Parity: |
0.31 |
| Time value: |
0.05 |
| Break-even: |
24.60 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.08 |
| Spread %: |
28.57% |
| Delta: |
0.81 |
| Theta: |
-0.06 |
| Omega: |
5.39 |
| Rho: |
0.00 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.28% |
| 1 Month |
|
|
-31.82% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
-21.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.360 |
| 1M High / 1M Low: |
0.660 |
0.360 |
| 6M High / 6M Low: |
0.660 |
0.150 |
| High (YTD): |
2024-05-21 |
0.660 |
| Low (YTD): |
2024-02-14 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.584 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.372 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.69% |
| Volatility 6M: |
|
159.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
