DZ Bank Call 27.5 GFT 20.12.2024
/ DE000DJ390F1
DZ Bank Call 27.5 GFT 20.12.2024/ DE000DJ390F1 /
| 19/06/2024 21:04:28 |
Chg.-0.010 |
Bid19/06/2024 |
Ask19/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-5.00% |
0.190
Bid Size: 12,500 |
0.220
Ask Size: 12,500 |
GFT TECHNOLOGIES SE |
27.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ390F |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GFT TECHNOLOGIES SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
20/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.35 |
| Parity: |
-0.11 |
| Time value: |
0.23 |
| Break-even: |
29.80 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
15.00% |
| Delta: |
0.51 |
| Theta: |
-0.01 |
| Omega: |
5.87 |
| Rho: |
0.06 |
Quote data
| Open: |
0.200 |
| High: |
0.220 |
| Low: |
0.190 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.39% |
| 1 Month |
|
|
-34.48% |
| 3 Months |
|
|
-42.42% |
| YTD |
|
|
-72.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.160 |
| 1M High / 1M Low: |
0.280 |
0.160 |
| 6M High / 6M Low: |
0.840 |
0.160 |
| High (YTD): |
29/01/2024 |
0.840 |
| Low (YTD): |
13/06/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.239 |
| Avg. volume 1M: |
|
22.727 |
| Avg. price 6M: |
|
0.462 |
| Avg. volume 6M: |
|
13.600 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.21% |
| Volatility 6M: |
|
167.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
