DZ Bank Call 37.5 EBO 20.09.2024
/ DE000DJ588H6
DZ Bank Call 37.5 EBO 20.09.2024/ DE000DJ588H6 /
| 2024-05-10 9:34:41 PM |
Chg.+0.030 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+3.85% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
37.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ588H |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.82 |
| Time value: |
0.08 |
| Break-even: |
46.50 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.09 |
| Spread %: |
11.11% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
4.67 |
| Rho: |
0.12 |
Quote data
| Open: |
0.800 |
| High: |
0.830 |
| Low: |
0.790 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.71% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+118.92% |
| YTD |
|
|
+224.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.730 |
| 1M High / 1M Low: |
0.810 |
0.420 |
| 6M High / 6M Low: |
0.810 |
0.180 |
| High (YTD): |
2024-05-10 |
0.810 |
| Low (YTD): |
2024-03-05 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.784 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.634 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.379 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.54% |
| Volatility 6M: |
|
137.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
