DZ Bank Call 22 2GB 21.06.2024
/ DE000DJ4PYF4
DZ Bank Call 22 2GB 21.06.2024/ DE000DJ4PYF4 /
| 22/05/2024 12:58:17 |
Chg.+0.010 |
Bid14:21:16 |
Ask14:21:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+2.63% |
0.410
Bid Size: 25,000 |
0.440
Ask Size: 25,000 |
2G ENERGY AG |
22.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
DJ4PYF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
2G ENERGY AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
07/08/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.35 |
| Parity: |
0.33 |
| Time value: |
0.08 |
| Break-even: |
26.10 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.09 |
| Spread %: |
28.13% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
4.84 |
| Rho: |
0.01 |
Quote data
| Open: |
0.320 |
| High: |
0.390 |
| Low: |
0.320 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.30% |
| 1 Month |
|
|
+56.00% |
| 3 Months |
|
|
+21.88% |
| YTD |
|
|
+11.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.370 |
| 1M High / 1M Low: |
0.480 |
0.230 |
| 6M High / 6M Low: |
0.480 |
0.090 |
| High (YTD): |
10/05/2024 |
0.480 |
| Low (YTD): |
16/04/2024 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.387 |
| Avg. volume 1M: |
|
104.762 |
| Avg. price 6M: |
|
0.293 |
| Avg. volume 6M: |
|
28.226 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.45% |
| Volatility 6M: |
|
269.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
