DZ Bank Call 40 IXD1 20.12.2024
/ DE000DJ58935
DZ Bank Call 40 IXD1 20.12.2024/ DE000DJ58935 /
| 19/06/2024 09:09:37 |
Chg.+0.050 |
Bid17:35:09 |
Ask17:35:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+6.10% |
0.850
Bid Size: 40,000 |
0.860
Ask Size: 40,000 |
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: |
5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
0.69 |
| Time value: |
0.19 |
| Break-even: |
48.80 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.15% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
4.33 |
| Rho: |
0.15 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.18% |
| 1 Month |
|
|
+61.11% |
| 3 Months |
|
|
+14.47% |
| YTD |
|
|
+141.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.730 |
| 1M High / 1M Low: |
0.840 |
0.570 |
| 6M High / 6M Low: |
0.840 |
0.250 |
| High (YTD): |
13/06/2024 |
0.840 |
| Low (YTD): |
09/01/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.690 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.515 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.64% |
| Volatility 6M: |
|
126.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
