DZ Bank Call 4.25 BSD2 21.06.2024
/ DE000DJ4HRB4
DZ Bank Call 4.25 BSD2 21.06.2024/ DE000DJ4HRB4 /
| 5/30/2024 9:08:00 AM |
Chg.-0.040 |
Bid10:24:13 AM |
Ask10:24:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-8.00% |
0.510
Bid Size: 50,000 |
0.530
Ask Size: 50,000 |
BCO SANTANDER N.EO0,... |
4.25 EUR |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
7/28/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.23 |
| Parity: |
0.44 |
| Time value: |
0.08 |
| Break-even: |
4.77 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.08 |
| Spread %: |
18.18% |
| Delta: |
0.80 |
| Theta: |
0.00 |
| Omega: |
7.22 |
| Rho: |
0.00 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.69% |
| 1 Month |
|
|
-13.21% |
| 3 Months |
|
|
+707.02% |
| YTD |
|
|
+318.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.490 |
| 1M High / 1M Low: |
0.640 |
0.380 |
| 6M High / 6M Low: |
0.690 |
0.027 |
| High (YTD): |
4/29/2024 |
0.690 |
| Low (YTD): |
1/29/2024 |
0.027 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.534 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.224 |
| Avg. volume 6M: |
|
137.097 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.51% |
| Volatility 6M: |
|
217.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
