DZ Bank Call 13400 DAX 20.09.2024
/ DE000DJ14813
DZ Bank Call 13400 DAX 20.09.2024/ DE000DJ14813 /
| 2024-09-09 8:09:54 AM |
Chg.+0.02 |
Bid9:15:00 AM |
Ask9:15:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.99EUR |
+0.40% |
4.98
Bid Size: 25,000 |
4.99
Ask Size: 25,000 |
DAX |
13,400.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
DJ1481 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13,400.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
36.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
49.16 |
| Intrinsic value: |
49.02 |
| Implied volatility: |
- |
| Historic volatility: |
0.11 |
| Parity: |
49.02 |
| Time value: |
-44.03 |
| Break-even: |
13,899.00 |
| Moneyness: |
1.37 |
| Premium: |
-0.24 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.40% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.99 |
| High: |
4.99 |
| Low: |
4.99 |
| Previous Close: |
4.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.20% |
| 1 Month |
|
|
+0.81% |
| 3 Months |
|
|
+1.63% |
| YTD |
|
|
+8.01% |
| 1 Year |
|
|
+18.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.98 |
4.97 |
| 1M High / 1M Low: |
4.98 |
4.95 |
| 6M High / 6M Low: |
4.98 |
4.80 |
| High (YTD): |
2024-09-05 |
4.98 |
| Low (YTD): |
2024-01-03 |
4.56 |
| 52W High: |
2024-09-05 |
4.98 |
| 52W Low: |
2023-10-27 |
3.86 |
| Avg. price 1W: |
|
4.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.68 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
1.42% |
| Volatility 6M: |
|
2.78% |
| Volatility 1Y: |
|
9.29% |
| Volatility 3Y: |
|
- |
