DZ Bank Call 40 IXD1 20.12.2024
/ DE000DJ58935
DZ Bank Call 40 IXD1 20.12.2024/ DE000DJ58935 /
| 22/05/2024 09:09:05 |
Chg.-0.030 |
Bid14:26:36 |
Ask14:26:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-5.00% |
0.600
Bid Size: 100,000 |
0.610
Ask Size: 100,000 |
INDITEX INH. EO... |
40.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ5893 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INDITEX INH. EO 0,03 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
06/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
0.33 |
| Time value: |
0.27 |
| Break-even: |
46.00 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
3.45% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
5.19 |
| Rho: |
0.15 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
-9.52% |
| 3 Months |
|
|
+32.56% |
| YTD |
|
|
+58.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.540 |
| 1M High / 1M Low: |
0.740 |
0.540 |
| 6M High / 6M Low: |
0.840 |
0.230 |
| High (YTD): |
02/04/2024 |
0.840 |
| Low (YTD): |
09/01/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.615 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.450 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.22% |
| Volatility 6M: |
|
123.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
