DZ Bank Call 30 COK 20.09.2024
/ DE000DJ22832
DZ Bank Call 30 COK 20.09.2024/ DE000DJ22832 /
| 2024-06-21 6:09:59 PM |
Chg.-0.03 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.32EUR |
-1.28% |
-
Bid Size: - |
-
Ask Size: - |
CANCOM SE O.N. |
30.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ2283 |
| 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: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.05 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.34 |
| Parity: |
1.50 |
| Time value: |
1.10 |
| Break-even: |
32.60 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.30 |
| Spread %: |
13.04% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
8.44 |
| Rho: |
0.05 |
Quote data
| Open: |
2.38 |
| High: |
2.46 |
| Low: |
2.32 |
| Previous Close: |
2.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.21% |
| 1 Month |
|
|
+2.65% |
| 3 Months |
|
|
+134.34% |
| YTD |
|
|
+10.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.35 |
1.89 |
| 1M High / 1M Low: |
2.47 |
1.64 |
| 6M High / 6M Low: |
2.47 |
0.76 |
| High (YTD): |
2024-06-12 |
2.47 |
| Low (YTD): |
2024-03-20 |
0.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.96% |
| Volatility 6M: |
|
178.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
