DZ Bank Call 40 EBO 20.09.2024
/ DE000DJ52RU3
DZ Bank Call 40 EBO 20.09.2024/ DE000DJ52RU3 /
| 5/23/2024 1:09:03 PM |
Chg.+0.030 |
Bid5/23/2024 |
Ask5/23/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+4.35% |
0.720
Bid Size: 50,000 |
0.750
Ask Size: 50,000 |
ERSTE GROUP BNK INH.... |
40.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ52RU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.18 |
| Parity: |
0.73 |
| Time value: |
0.05 |
| Break-even: |
47.80 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.09 |
| Spread %: |
13.04% |
| Delta: |
1.00 |
| Theta: |
0.00 |
| Omega: |
6.03 |
| Rho: |
0.13 |
Quote data
| Open: |
0.690 |
| High: |
0.720 |
| Low: |
0.690 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+53.19% |
| 3 Months |
|
|
+213.04% |
| YTD |
|
|
+380.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.600 |
| 1M High / 1M Low: |
0.770 |
0.420 |
| 6M High / 6M Low: |
0.770 |
0.100 |
| High (YTD): |
5/17/2024 |
0.770 |
| Low (YTD): |
3/5/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.550 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.271 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.66% |
| Volatility 6M: |
|
179.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
