DZ Bank Call 16 ABR 20.06.2025
/ DE000DJ8PER2
DZ Bank Call 16 ABR 20.06.2025/ DE000DJ8PER2 /
| 8/7/2024 3:05:01 PM |
Chg.+0.080 |
Bid9:59:43 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.070EUR |
+2.68% |
-
Bid Size: - |
-
Ask Size: - |
BARRICK GOLD CORP. |
16.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
DJ8PER |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BARRICK GOLD CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
1/19/2024 |
| Last trading day: |
8/8/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.29 |
| Parity: |
1.40 |
| Time value: |
1.50 |
| Break-even: |
18.90 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
4.26 |
| Rho: |
0.08 |
Quote data
| Open: |
2.970 |
| High: |
3.100 |
| Low: |
2.950 |
| Previous Close: |
2.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-17.03% |
| 3 Months |
|
|
-1.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.240 |
2.820 |
| 6M High / 6M Low: |
4.240 |
1.640 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.477 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.806 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.22% |
| Volatility 6M: |
|
118.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
