DZ Bank Call 25 COK 20.09.2024
/ DE000DJ20UC2
DZ Bank Call 25 COK 20.09.2024/ DE000DJ20UC2 /
| 2024-06-24 9:04:39 PM |
Chg.-0.020 |
Bid2024-06-24 |
Ask2024-06-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-2.90% |
0.670
Bid Size: 12,500 |
0.750
Ask Size: 12,500 |
CANCOM SE O.N. |
25.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20UC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.34 |
| Parity: |
0.65 |
| Time value: |
0.10 |
| Break-even: |
32.50 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
8.70% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
3.55 |
| Rho: |
0.05 |
Quote data
| Open: |
0.680 |
| High: |
0.720 |
| Low: |
0.670 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.69% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+86.11% |
| YTD |
|
|
+1.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.590 |
| 1M High / 1M Low: |
0.730 |
0.550 |
| 6M High / 6M Low: |
0.740 |
0.290 |
| High (YTD): |
2024-05-20 |
0.740 |
| Low (YTD): |
2024-03-19 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.652 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.626 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.538 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.50% |
| Volatility 6M: |
|
134.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
