DZ Bank Call 28 COK 20.12.2024
/ DE000DJ1SZ65
DZ Bank Call 28 COK 20.12.2024/ DE000DJ1SZ65 /
| 14/05/2024 16:35:22 |
Chg.+0.160 |
Bid16:38:14 |
Ask16:38:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+42.11% |
0.530
Bid Size: 50,000 |
0.540
Ask Size: 50,000 |
CANCOM SE O.N. |
28.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
DJ1SZ6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
17/05/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.33 |
| Parity: |
0.15 |
| Time value: |
0.26 |
| Break-even: |
32.10 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
7.89% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
4.79 |
| Rho: |
0.09 |
Quote data
| Open: |
0.420 |
| High: |
0.550 |
| Low: |
0.420 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+3.85% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.370 |
| 1M High / 1M Low: |
0.490 |
0.370 |
| 6M High / 6M Low: |
0.550 |
0.230 |
| High (YTD): |
06/02/2024 |
0.540 |
| Low (YTD): |
19/03/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.426 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.422 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.25% |
| Volatility 6M: |
|
129.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
