DZ Bank Call 3 IES 21.06.2024
/ DE000DJ7ERU4
DZ Bank Call 3 IES 21.06.2024/ DE000DJ7ERU4 /
| 07/06/2024 09:07:43 |
Chg.+0.060 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+10.91% |
-
Bid Size: - |
-
Ask Size: - |
INTESA SANPAOLO |
3.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
DJ7ERU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
08/12/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.21 |
| Parity: |
0.59 |
| Time value: |
0.03 |
| Break-even: |
3.62 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.06 |
| Spread %: |
10.71% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
5.18 |
| Rho: |
0.00 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.69% |
| 1 Month |
|
|
+1.67% |
| 3 Months |
|
|
+238.89% |
| YTD |
|
|
+1748.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.550 |
| 1M High / 1M Low: |
0.730 |
0.500 |
| 6M High / 6M Low: |
0.730 |
0.025 |
| High (YTD): |
17/05/2024 |
0.730 |
| Low (YTD): |
17/01/2024 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.607 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.265 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.13% |
| Volatility 6M: |
|
247.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
