DZ Bank Call 27.5 GFT 20.12.2024
/ DE000DJ390F1
DZ Bank Call 27.5 GFT 20.12.2024/ DE000DJ390F1 /
| 6/18/2024 9:35:12 PM |
Chg.0.000 |
Bid9:55:04 PM |
Ask9:55:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
0.00% |
0.200
Bid Size: 5,000 |
0.230
Ask Size: 5,000 |
GFT TECHNOLOGIES SE |
27.50 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/20/2023 |
| Last trading day: |
12/19/2024 |
| 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: |
0.230 |
| Low: |
0.200 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
-31.03% |
| 3 Months |
|
|
-42.86% |
| YTD |
|
|
-71.01% |
| 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): |
1/29/2024 |
0.840 |
| Low (YTD): |
6/13/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
23.810 |
| Avg. price 6M: |
|
0.464 |
| Avg. volume 6M: |
|
13.600 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.61% |
| Volatility 6M: |
|
171.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
