DZ Bank Call 8.5 BOY 20.09.2024
/ DE000DJ26S06
DZ Bank Call 8.5 BOY 20.09.2024/ DE000DJ26S06 /
| 2024-06-06 9:34:36 PM |
Chg.+0.160 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.500EUR |
+11.94% |
1.460
Bid Size: 5,000 |
1.500
Ask Size: 5,000 |
BCO BIL.VIZ.ARG.NOM.... |
8.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26S0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
1.05 |
| Time value: |
0.34 |
| Break-even: |
9.89 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
2.96% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
5.35 |
| Rho: |
0.02 |
Quote data
| Open: |
1.280 |
| High: |
1.500 |
| Low: |
1.280 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.18% |
| 1 Month |
|
|
-23.08% |
| 3 Months |
|
|
+13.64% |
| YTD |
|
|
+163.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
1.210 |
| 1M High / 1M Low: |
2.050 |
1.210 |
| 6M High / 6M Low: |
2.730 |
0.370 |
| High (YTD): |
2024-04-04 |
2.730 |
| Low (YTD): |
2024-01-25 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.684 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.357 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.67% |
| Volatility 6M: |
|
170.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
