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DZ Bank Call 9.5 BOY 21.06.2024/  DE000DJ0BDB5  /

Frankfurt Zert./DZB
06/06/2024  21:35:08 Chg.+0.120 Bid21:59:55 Ask21:59:55 Underlying Strike price Expiration date Option type
0.380EUR +46.15% -
Bid Size: -		 -
Ask Size: -		 BCO BIL.VIZ.ARG.NOM.... 9.50 - 21/06/2024 Call
 

Master data

WKN: DJ0BDB
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 9.50 -
Maturity: 21/06/2024
Issue date: 10/03/2023
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 30.81
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.05
Implied volatility: 0.36
Historic volatility: 0.24
Parity: 0.05
Time value: 0.26
Break-even: 9.81
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.92
Spread abs.: 0.04
Spread %: 14.81%
Delta: 0.55
Theta: -0.01
Omega: 16.99
Rho: 0.00
 

Quote data

Open: 0.230
High: 0.380
Low: 0.230
Previous Close: 0.260
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -34.48%
1 Month
  -57.78%
3 Months
  -37.70%
YTD  
+280.00%
1 Year  
+322.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.190
1M High / 1M Low: 0.970 0.190
6M High / 6M Low: 1.730 0.032
High (YTD): 04/04/2024 1.730
Low (YTD): 25/01/2024 0.032
52W High: 04/04/2024 1.730
52W Low: 25/01/2024 0.032
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.580
Avg. volume 1M:   0.000
Avg. price 6M:   0.549
Avg. volume 6M:   0.000
Avg. price 1Y:   0.324
Avg. volume 1Y:   0.000
Volatility 1M:   403.70%
Volatility 6M:   400.32%
Volatility 1Y:   329.69%
Volatility 3Y:   -