DZ Bank Call 4.25 BSD2 21.06.2024
/ DE000DJ4HRB4
DZ Bank Call 4.25 BSD2 21.06.2024/ DE000DJ4HRB4 /
| 2024-06-07 9:35:14 PM |
Chg.-0.020 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-4.17% |
-
Bid Size: - |
-
Ask Size: - |
BCO SANTANDER N.EO0,... |
4.25 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ4HRB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.25 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.23 |
| Parity: |
0.48 |
| Time value: |
0.06 |
| Break-even: |
4.79 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.08 |
| Spread %: |
17.39% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
7.35 |
| Rho: |
0.00 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.460 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.81% |
| 1 Month |
|
|
-13.21% |
| 3 Months |
|
|
+475.00% |
| YTD |
|
|
+318.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.440 |
| 1M High / 1M Low: |
0.590 |
0.430 |
| 6M High / 6M Low: |
0.600 |
0.017 |
| High (YTD): |
2024-04-26 |
0.600 |
| Low (YTD): |
2024-02-16 |
0.017 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.515 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.229 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.14% |
| Volatility 6M: |
|
282.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
