DZ Bank Call 16 1U1 20.09.2024
/ DE000DJ227J7
DZ Bank Call 16 1U1 20.09.2024/ DE000DJ227J7 /
| 09/07/2024 17:05:50 |
Chg.-0.070 |
Bid17:16:06 |
Ask17:16:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-7.95% |
0.800
Bid Size: 10,000 |
0.860
Ask Size: 10,000 |
1+1 AG INH O.N. |
16.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
DJ227J |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
14.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
-0.04 |
| Time value: |
1.10 |
| Break-even: |
17.10 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.30 |
| Spread %: |
37.50% |
| Delta: |
0.54 |
| Theta: |
-0.01 |
| Omega: |
7.90 |
| Rho: |
0.02 |
Quote data
| Open: |
0.850 |
| High: |
0.880 |
| Low: |
0.800 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.22% |
| 1 Month |
|
|
-42.14% |
| 3 Months |
|
|
-16.49% |
| YTD |
|
|
-47.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.820 |
| 1M High / 1M Low: |
1.380 |
0.820 |
| 6M High / 6M Low: |
1.700 |
0.820 |
| High (YTD): |
24/01/2024 |
1.700 |
| Low (YTD): |
02/07/2024 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.944 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.246 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.04% |
| Volatility 6M: |
|
78.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
