DZ Bank Call 65 LEG 20.09.2024
/ DE000DJ26VY1
DZ Bank Call 65 LEG 20.09.2024/ DE000DJ26VY1 /
| 2024-06-20 11:06:51 AM |
Chg.+0.03 |
Bid11:45:57 AM |
Ask11:45:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+2.52% |
1.24
Bid Size: 30,000 |
1.26
Ask Size: 30,000 |
LEG IMMOBILIEN SE NA... |
65.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26VY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LEG IMMOBILIEN SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.36 |
| Parity: |
0.92 |
| Time value: |
0.33 |
| Break-even: |
77.50 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
5.04% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
4.54 |
| Rho: |
0.11 |
Quote data
| Open: |
1.19 |
| High: |
1.22 |
| Low: |
1.19 |
| Previous Close: |
1.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.63% |
| 1 Month |
|
|
-41.06% |
| 3 Months |
|
|
-5.43% |
| YTD |
|
|
-36.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.19 |
| 1M High / 1M Low: |
2.13 |
1.19 |
| 6M High / 6M Low: |
2.19 |
0.86 |
| High (YTD): |
2024-05-17 |
2.19 |
| Low (YTD): |
2024-02-29 |
0.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.75% |
| Volatility 6M: |
|
133.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
