DZ Bank Call 27 DTE 20.12.2024
/ DE000DJ6N056
DZ Bank Call 27 DTE 20.12.2024/ DE000DJ6N056 /
2024-10-31 9:34:42 PM |
Chg.-0.230 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.240EUR |
-15.65% |
1.240 Bid Size: 3,750 |
1.270 Ask Size: 3,750 |
DT.TELEKOM AG NA |
27.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ6N05 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
DT.TELEKOM AG NA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
27.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-15 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
18.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.33 |
Intrinsic value: |
1.07 |
Implied volatility: |
0.20 |
Historic volatility: |
0.13 |
Parity: |
1.07 |
Time value: |
0.46 |
Break-even: |
28.53 |
Moneyness: |
1.04 |
Premium: |
0.02 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.03 |
Spread %: |
2.00% |
Delta: |
0.73 |
Theta: |
-0.01 |
Omega: |
13.48 |
Rho: |
0.03 |
Quote data
Open: |
1.350 |
High: |
1.350 |
Low: |
1.200 |
Previous Close: |
1.470 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-17.33% |
1 Month |
|
|
+117.54% |
3 Months |
|
|
+490.48% |
YTD |
|
|
+1277.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.710 |
1.400 |
1M High / 1M Low: |
1.710 |
0.490 |
6M High / 6M Low: |
1.710 |
0.015 |
High (YTD): |
2024-10-29 |
1.710 |
Low (YTD): |
2024-05-27 |
0.015 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.544 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.108 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.397 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
254.79% |
Volatility 6M: |
|
306.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |