DZ Bank Call 27.5 COK 21.06.2024
/ DE000DJ3J2R7
DZ Bank Call 27.5 COK 21.06.2024/ DE000DJ3J2R7 /
| 15/05/2024 16:06:36 |
Chg.+0.040 |
Bid16:40:19 |
Ask16:40:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+9.52% |
0.470
Bid Size: 50,000 |
0.500
Ask Size: 50,000 |
CANCOM SE O.N. |
27.50 - |
21/06/2024 |
Call |
Master data
| WKN: |
DJ3J2R |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 - |
| Maturity: |
21/06/2024 |
| Issue date: |
26/06/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.33 |
| Parity: |
0.41 |
| Time value: |
0.07 |
| Break-even: |
32.30 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.06 |
| Spread %: |
14.29% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
5.36 |
| Rho: |
0.02 |
Quote data
| Open: |
0.420 |
| High: |
0.540 |
| Low: |
0.420 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
+17.95% |
| 3 Months |
|
|
+15.00% |
| YTD |
|
|
-4.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.230 |
| 1M High / 1M Low: |
0.420 |
0.230 |
| 6M High / 6M Low: |
0.480 |
0.110 |
| High (YTD): |
25/01/2024 |
0.450 |
| Low (YTD): |
20/03/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.313 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.39% |
| Volatility 6M: |
|
215.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
