DZ Bank Call 27 DTE 20.12.2024/  DE000DJ6N056  /

Frankfurt Zert./DZB
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:   -