DZ Bank Call 60 TOTB 20.09.2024
/ DE000DJ23UT0
DZ Bank Call 60 TOTB 20.09.2024/ DE000DJ23UT0 /
| 2024-06-25 9:06:01 AM |
Chg.+0.120 |
Bid2:05:20 PM |
Ask2:05:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+30.00% |
0.480
Bid Size: 70,000 |
0.490
Ask Size: 70,000 |
TOTALENERGIES SE EO... |
60.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23UT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TOTALENERGIES SE EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
0.25 |
| Time value: |
0.31 |
| Break-even: |
65.60 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.08 |
| Spread %: |
16.67% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
7.27 |
| Rho: |
0.08 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.83% |
| 1 Month |
|
|
-21.21% |
| 3 Months |
|
|
-3.70% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.400 |
| 1M High / 1M Low: |
0.830 |
0.380 |
| 6M High / 6M Low: |
1.070 |
0.290 |
| High (YTD): |
2024-04-30 |
1.070 |
| Low (YTD): |
2024-01-23 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.562 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.588 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.86% |
| Volatility 6M: |
|
155.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
