DZ Bank Call 55 EVD 20.12.2024
/ DE000DJ3J473
DZ Bank Call 55 EVD 20.12.2024/ DE000DJ3J473 /
| 2024-06-07 9:35:26 PM |
Chg.+0.240 |
Bid9:58:28 PM |
Ask9:58:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.900EUR |
+9.02% |
2.890
Bid Size: 7,500 |
2.980
Ask Size: 7,500 |
CTS EVENTIM KGAA |
55.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ3J47 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
2.78 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.28 |
| Parity: |
2.78 |
| Time value: |
0.20 |
| Break-even: |
84.80 |
| Moneyness: |
1.51 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.09 |
| Spread %: |
3.11% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
2.59 |
| Rho: |
0.25 |
Quote data
| Open: |
2.680 |
| High: |
2.930 |
| Low: |
2.680 |
| Previous Close: |
2.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.97% |
| 1 Month |
|
|
-0.68% |
| 3 Months |
|
|
+31.82% |
| YTD |
|
|
+123.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.900 |
2.420 |
| 1M High / 1M Low: |
3.100 |
2.420 |
| 6M High / 6M Low: |
3.120 |
1.000 |
| High (YTD): |
2024-04-08 |
3.120 |
| Low (YTD): |
2024-01-22 |
1.000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.745 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.081 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.31% |
| Volatility 6M: |
|
83.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
