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DZ Bank Call 230 UNP 20.12.2024/  DE000DJ0TEL4  /

Frankfurt Zert./DZB
2024-06-07  9:35:02 PM Chg.+0.040 Bid9:59:09 PM Ask9:59:09 PM Underlying Strike price Expiration date Option type
1.460EUR +2.82% -
Bid Size: -		 -
Ask Size: -		 UNION PAC. DL... 230.00 - 2024-12-20 Call
 

Master data

WKN: DJ0TEL
Issuer: DZ Bank AG
Currency: EUR
Underlying: UNION PAC. DL 2,50
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.56
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.18
Parity: -1.89
Time value: 1.45
Break-even: 244.50
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 1.40%
Delta: 0.44
Theta: -0.06
Omega: 6.39
Rho: 0.42
 

Quote data

Open: 1.450
High: 1.530
Low: 1.380
Previous Close: 1.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.75%
1 Month
  -45.93%
3 Months
  -55.76%
YTD
  -54.38%
1 Year  
+9.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.460 1.420
1M High / 1M Low: 2.710 1.360
6M High / 6M Low: 3.810 1.360
High (YTD): 2024-02-23 3.810
Low (YTD): 2024-05-29 1.360
52W High: 2024-02-23 3.810
52W Low: 2023-10-27 1.210
Avg. price 1W:   1.446
Avg. volume 1W:   0.000
Avg. price 1M:   1.925
Avg. volume 1M:   0.000
Avg. price 6M:   2.690
Avg. volume 6M:   0.000
Avg. price 1Y:   2.222
Avg. volume 1Y:   0.000
Volatility 1M:   104.99%
Volatility 6M:   101.69%
Volatility 1Y:   118.09%
Volatility 3Y:   -