DZ Bank Call 13200 DAX 20.09.2024
/ DE000DJ14805
DZ Bank Call 13200 DAX 20.09.2024/ DE000DJ14805 /
| 8/2/2024 9:35:22 PM |
Chg.-0.020 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.930EUR |
-0.40% |
4.930
Bid Size: 5,000 |
4.960
Ask Size: 5,000 |
DAX |
13,200.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
DJ1480 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13,200.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
35.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
45.24 |
| Intrinsic value: |
44.61 |
| Implied volatility: |
- |
| Historic volatility: |
0.11 |
| Parity: |
44.61 |
| Time value: |
-39.65 |
| Break-even: |
13,696.00 |
| Moneyness: |
1.34 |
| Premium: |
-0.22 |
| Premium p.a.: |
-0.86 |
| Spread abs.: |
0.03 |
| Spread %: |
0.61% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.960 |
| High: |
4.960 |
| Low: |
4.930 |
| Previous Close: |
4.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.40% |
| 1 Month |
|
|
-0.20% |
| 3 Months |
|
|
+1.02% |
| YTD |
|
|
+6.25% |
| 1 Year |
|
|
+15.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.960 |
4.930 |
| 1M High / 1M Low: |
4.960 |
4.930 |
| 6M High / 6M Low: |
4.960 |
4.710 |
| High (YTD): |
7/31/2024 |
4.960 |
| Low (YTD): |
1/3/2024 |
4.590 |
| 52W High: |
7/31/2024 |
4.960 |
| 52W Low: |
10/27/2023 |
3.940 |
| Avg. price 1W: |
|
4.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.946 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.870 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.628 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
2.09% |
| Volatility 6M: |
|
2.82% |
| Volatility 1Y: |
|
9.14% |
| Volatility 3Y: |
|
- |
