DZ Bank Call 11 GYC 20.09.2024
/ DE000DJ7RN07
DZ Bank Call 11 GYC 20.09.2024/ DE000DJ7RN07 /
| 2024-07-26 8:26:02 AM |
Chg.-0.020 |
Bid8:45:31 AM |
Ask8:45:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-4.17% |
0.460
Bid Size: 4,375 |
0.610
Ask Size: 4,375 |
GRAND CITY PROPERT.E... |
11.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ7RN0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GRAND CITY PROPERT.EO-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.37 |
| Parity: |
0.37 |
| Time value: |
0.32 |
| Break-even: |
11.69 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.18 |
| Spread %: |
35.29% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
11.04 |
| Rho: |
0.01 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.23% |
| 1 Month |
|
|
-4.17% |
| 3 Months |
|
|
-6.12% |
| YTD |
|
|
-41.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.480 |
| 1M High / 1M Low: |
1.040 |
0.440 |
| 6M High / 6M Low: |
1.300 |
0.120 |
| High (YTD): |
2024-05-23 |
1.300 |
| Low (YTD): |
2024-02-28 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.661 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.596 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.49% |
| Volatility 6M: |
|
240.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
