DZ Bank Call 40 SBS 20.09.2024
/ DE000DJ26007
DZ Bank Call 40 SBS 20.09.2024/ DE000DJ26007 /
| 13/06/2024 17:04:34 |
Chg.+0.050 |
Bid13/06/2024 |
Ask13/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+5.81% |
0.910
Bid Size: 20,000 |
0.980
Ask Size: 20,000 |
STRATEC SE NA O.N. |
40.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ2600 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STRATEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
13/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.36 |
| Parity: |
0.83 |
| Time value: |
0.24 |
| Break-even: |
50.70 |
| Moneyness: |
1.21 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.21 |
| Spread %: |
24.42% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
3.57 |
| Rho: |
0.07 |
Quote data
| Open: |
0.830 |
| High: |
0.930 |
| Low: |
0.830 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
+85.71% |
| 3 Months |
|
|
+44.44% |
| YTD |
|
|
+2.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.770 |
| 1M High / 1M Low: |
0.870 |
0.490 |
| 6M High / 6M Low: |
0.890 |
0.190 |
| High (YTD): |
31/05/2024 |
0.870 |
| Low (YTD): |
04/04/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.826 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.707 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.577 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.50% |
| Volatility 6M: |
|
180.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
