DZ Bank Call 260 HNR1 20.06.2025
/ DE000DJ2FYF9
DZ Bank Call 260 HNR1 20.06.2025/ DE000DJ2FYF9 /
| 03/05/2024 12:04:35 |
Chg.-0.060 |
Bid21:58:02 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
-5.36% |
-
Bid Size: - |
-
Ask Size: - |
HANNOVER RUECK SE NA... |
260.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
DJ2FYF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HANNOVER RUECK SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
15/09/2023 |
| Last trading day: |
03/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-3.18 |
| Time value: |
1.10 |
| Break-even: |
271.00 |
| Moneyness: |
0.88 |
| Premium: |
0.19 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.37 |
| Theta: |
-0.03 |
| Omega: |
7.71 |
| Rho: |
0.78 |
Quote data
| Open: |
1.140 |
| High: |
1.140 |
| Low: |
1.060 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.36% |
| 3 Months |
|
|
-32.48% |
| YTD |
|
|
+24.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.120 |
1.060 |
| 6M High / 6M Low: |
2.350 |
0.820 |
| High (YTD): |
19/03/2024 |
2.350 |
| Low (YTD): |
02/01/2024 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.256 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
136.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
