DZ Bank Call 30 COK 20.09.2024
/ DE000DJ20UD0
DZ Bank Call 30 COK 20.09.2024/ DE000DJ20UD0 /
| 2024-05-15 3:04:41 PM |
Chg.+0.050 |
Bid3:52:25 PM |
Ask3:52:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+16.67% |
0.340
Bid Size: 50,000 |
0.350
Ask Size: 50,000 |
CANCOM SE O.N. |
30.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20UD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.33 |
| Parity: |
0.16 |
| Time value: |
0.17 |
| Break-even: |
33.30 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
10.00% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
6.46 |
| Rho: |
0.06 |
Quote data
| Open: |
0.300 |
| High: |
0.400 |
| Low: |
0.300 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+75.00% |
| 1 Month |
|
|
+20.69% |
| 3 Months |
|
|
+6.06% |
| YTD |
|
|
-5.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.190 |
| 1M High / 1M Low: |
0.300 |
0.190 |
| 6M High / 6M Low: |
0.380 |
0.110 |
| High (YTD): |
2024-02-01 |
0.360 |
| Low (YTD): |
2024-03-19 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.258 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.69% |
| Volatility 6M: |
|
190.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
