DZ Bank Call 57.5 BSN 20.09.2024
/ DE000DJ26TE7
DZ Bank Call 57.5 BSN 20.09.2024/ DE000DJ26TE7 /
| 2024-06-12 9:16:25 AM |
Chg.+0.010 |
Bid9:35:29 AM |
Ask9:35:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+2.70% |
0.370
Bid Size: 100,000 |
0.380
Ask Size: 100,000 |
DANONE S.A. EO -,25 |
57.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26TE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.13 |
| Parity: |
0.18 |
| Time value: |
0.20 |
| Break-even: |
61.30 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
10.54 |
| Rho: |
0.10 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.56% |
| 1 Month |
|
|
-5.00% |
| 3 Months |
|
|
+22.58% |
| YTD |
|
|
-7.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.360 |
| 1M High / 1M Low: |
0.420 |
0.310 |
| 6M High / 6M Low: |
0.680 |
0.210 |
| High (YTD): |
2024-02-22 |
0.680 |
| Low (YTD): |
2024-04-11 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.412 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.26% |
| Volatility 6M: |
|
126.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
