DZ Bank Call 70 NDA 20.12.2024
/ DE000DJ1ZKG6
DZ Bank Call 70 NDA 20.12.2024/ DE000DJ1ZKG6 /
| 2024-06-21 6:09:58 PM |
Chg.-0.15 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
-12.20% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
70.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ1ZKG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
0.46 |
| Time value: |
0.64 |
| Break-even: |
81.00 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
2.80% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
4.53 |
| Rho: |
0.19 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.05 |
| Previous Close: |
1.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
-2.70% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
-14.96% |
| 1 Year |
|
|
-43.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
0.88 |
| 1M High / 1M Low: |
1.31 |
0.81 |
| 6M High / 6M Low: |
1.50 |
0.26 |
| High (YTD): |
2024-05-20 |
1.50 |
| Low (YTD): |
2024-03-05 |
0.26 |
| 52W High: |
2023-07-31 |
2.36 |
| 52W Low: |
2024-03-05 |
0.26 |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.19 |
| Avg. volume 1Y: |
|
1.96 |
| Volatility 1M: |
|
159.14% |
| Volatility 6M: |
|
152.72% |
| Volatility 1Y: |
|
133.43% |
| Volatility 3Y: |
|
- |
