DZ Bank Call 22.5 DTE 20.09.2024
/ DE000DJ2DL83
DZ Bank Call 22.5 DTE 20.09.2024/ DE000DJ2DL83 /
| 2024-06-05 5:04:35 PM |
Chg.+0.140 |
Bid5:50:03 PM |
Ask5:50:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+17.72% |
0.940
Bid Size: 12,000 |
0.980
Ask Size: 12,000 |
DT.TELEKOM AG NA |
22.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ2DL8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.14 |
| Parity: |
-0.25 |
| Time value: |
0.84 |
| Break-even: |
23.34 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.04 |
| Spread %: |
5.00% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
13.71 |
| Rho: |
0.03 |
Quote data
| Open: |
0.820 |
| High: |
0.980 |
| Low: |
0.820 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+111.36% |
| 1 Month |
|
|
+57.63% |
| 3 Months |
|
|
+36.76% |
| YTD |
|
|
+38.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.440 |
| 1M High / 1M Low: |
0.790 |
0.440 |
| 6M High / 6M Low: |
1.560 |
0.370 |
| High (YTD): |
2024-01-22 |
1.560 |
| Low (YTD): |
2024-04-18 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.790 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.79% |
| Volatility 6M: |
|
186.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
