DZ Bank Call 57.5 SAX 21.06.2024
/ DE000DJ6VV69
DZ Bank Call 57.5 SAX 21.06.2024/ DE000DJ6VV69 /
2024-05-27 12:34:59 PM |
Chg.+0.020 |
Bid9:58:06 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
+2.11% |
- Bid Size: - |
- Ask Size: - |
STROEER SE + CO. KGA... |
57.50 - |
2024-06-21 |
Call |
Master data
WKN: |
DJ6VV6 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
STROEER SE + CO. KGAA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
57.50 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-11-22 |
Last trading day: |
2024-05-28 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.80 |
Implied volatility: |
0.42 |
Historic volatility: |
0.23 |
Parity: |
0.80 |
Time value: |
0.03 |
Break-even: |
65.80 |
Moneyness: |
1.14 |
Premium: |
0.00 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.93 |
Theta: |
-0.03 |
Omega: |
7.34 |
Rho: |
0.03 |
Quote data
Open: |
0.940 |
High: |
0.980 |
Low: |
0.930 |
Previous Close: |
0.950 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+90.20% |
3 Months |
|
|
+708.33% |
YTD |
|
|
+212.90% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.990 |
0.420 |
6M High / 6M Low: |
0.990 |
0.100 |
High (YTD): |
2024-05-20 |
0.990 |
Low (YTD): |
2024-03-01 |
0.100 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.729 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.290 |
Avg. volume 6M: |
|
72.917 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
242.74% |
Volatility 6M: |
|
253.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |