DZ Bank Call 25 GFT 20.12.2024
/ DE000DJ3MX79
DZ Bank Call 25 GFT 20.12.2024/ DE000DJ3MX79 /
| 2024-06-14 9:34:45 PM |
Chg.+0.060 |
Bid9:58:08 PM |
Ask9:58:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+21.43% |
0.350
Bid Size: 5,000 |
0.380
Ask Size: 5,000 |
GFT TECHNOLOGIES SE |
25.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ3MX7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GFT TECHNOLOGIES SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.35 |
| Parity: |
0.11 |
| Time value: |
0.28 |
| Break-even: |
28.80 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
8.57% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
4.36 |
| Rho: |
0.07 |
Quote data
| Open: |
0.310 |
| High: |
0.350 |
| Low: |
0.310 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.11% |
| 1 Month |
|
|
-24.44% |
| 3 Months |
|
|
-29.17% |
| YTD |
|
|
-60.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.280 |
| 1M High / 1M Low: |
0.450 |
0.280 |
| 6M High / 6M Low: |
1.020 |
0.280 |
| High (YTD): |
2024-01-29 |
1.020 |
| Low (YTD): |
2024-06-13 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.390 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.617 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.87% |
| Volatility 6M: |
|
142.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
