DZ Bank Call 40 IXD1 21.06.2024
/ DE000DJ6CAG5
DZ Bank Call 40 IXD1 21.06.2024/ DE000DJ6CAG5 /
| 2024-06-04 9:34:49 PM |
Chg.+0.030 |
Bid9:59:45 PM |
Ask2024-06-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+6.98% |
0.470
Bid Size: 10,000 |
-
Ask Size: - |
INDITEX INH. EO... |
40.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ6CAG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INDITEX INH. EO 0,03 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.20 |
| Parity: |
0.40 |
| Time value: |
0.06 |
| Break-even: |
44.60 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
4.55% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
7.81 |
| Rho: |
0.01 |
Quote data
| Open: |
0.460 |
| High: |
0.480 |
| Low: |
0.390 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.52% |
| 1 Month |
|
|
+21.05% |
| 3 Months |
|
|
+76.92% |
| YTD |
|
|
+109.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.410 |
| 1M High / 1M Low: |
0.510 |
0.360 |
| 6M High / 6M Low: |
0.710 |
0.110 |
| High (YTD): |
2024-03-28 |
0.710 |
| Low (YTD): |
2024-01-08 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.417 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.317 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.72% |
| Volatility 6M: |
|
210.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
