DZ Bank Call 75 EVD 20.12.2024
/ DE000DJ39VL1
DZ Bank Call 75 EVD 20.12.2024/ DE000DJ39VL1 /
| 2024-05-20 9:35:22 PM |
Chg.+0.030 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
+2.73% |
1.130
Bid Size: 7,500 |
1.160
Ask Size: 7,500 |
CTS EVENTIM KGAA |
75.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ39VL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
0.51 |
| Time value: |
0.62 |
| Break-even: |
86.30 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
2.73% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
4.86 |
| Rho: |
0.26 |
Quote data
| Open: |
1.110 |
| High: |
1.270 |
| Low: |
1.110 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.42% |
| 1 Month |
|
|
+2.73% |
| 3 Months |
|
|
+121.57% |
| YTD |
|
|
+213.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
1.080 |
| 1M High / 1M Low: |
1.380 |
1.080 |
| 6M High / 6M Low: |
1.490 |
0.200 |
| High (YTD): |
2024-04-08 |
1.490 |
| Low (YTD): |
2024-01-22 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.225 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.702 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.15% |
| Volatility 6M: |
|
156.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
