DZ Bank Call 37.5 EBO 20.09.2024
/ DE000DJ588H6
DZ Bank Call 37.5 EBO 20.09.2024/ DE000DJ588H6 /
| 5/27/2024 12:37:13 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
37.50 - |
9/20/2024 |
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 - |
| Maturity: |
9/20/2024 |
| Issue date: |
11/6/2023 |
| Last trading day: |
5/28/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.18 |
| Parity: |
0.66 |
| Time value: |
0.15 |
| Break-even: |
45.60 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
4.42 |
| Rho: |
0.08 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.17% |
| 3 Months |
|
|
+257.14% |
| YTD |
|
|
+200.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.990 |
0.720 |
| 6M High / 6M Low: |
0.990 |
0.190 |
| High (YTD): |
5/21/2024 |
0.990 |
| Low (YTD): |
3/5/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.854 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.447 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.69% |
| Volatility 6M: |
|
128.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
