DZ Bank Call 62.5 BSN 20.09.2024
/ DE000DJ586B3
DZ Bank Call 62.5 BSN 20.09.2024/ DE000DJ586B3 /
| 11/06/2024 20:04:24 |
Chg.0.000 |
Bid20:16:54 |
Ask20:16:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
0.00% |
0.110
Bid Size: 20,000 |
0.130
Ask Size: 20,000 |
DANONE S.A. EO -,25 |
62.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ586B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
06/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
49.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.13 |
| Parity: |
-0.32 |
| Time value: |
0.12 |
| Break-even: |
63.70 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
20.00% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
16.98 |
| Rho: |
0.05 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.100 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
-9.09% |
| YTD |
|
|
-41.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.100 |
| 1M High / 1M Low: |
0.150 |
0.080 |
| 6M High / 6M Low: |
0.300 |
0.048 |
| High (YTD): |
29/01/2024 |
0.300 |
| Low (YTD): |
04/04/2024 |
0.048 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.113 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.159 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.41% |
| Volatility 6M: |
|
215.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
