DZ Bank Call 170 CGM 20.09.2024
/ DE000DJ20UH1
DZ Bank Call 170 CGM 20.09.2024/ DE000DJ20UH1 /
2024-08-14 9:34:59 PM |
Chg.-0.080 |
Bid9:59:32 PM |
Ask9:59:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.060EUR |
-7.02% |
- Bid Size: - |
- Ask Size: - |
CAPGEMINI SE INH. EO... |
170.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ20UH |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CAPGEMINI SE INH. EO 8 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-09 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
15.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.97 |
Intrinsic value: |
0.73 |
Implied volatility: |
0.32 |
Historic volatility: |
0.21 |
Parity: |
0.73 |
Time value: |
0.45 |
Break-even: |
181.80 |
Moneyness: |
1.04 |
Premium: |
0.03 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.03 |
Spread %: |
2.61% |
Delta: |
0.69 |
Theta: |
-0.10 |
Omega: |
10.36 |
Rho: |
0.11 |
Quote data
Open: |
1.100 |
High: |
1.140 |
Low: |
1.050 |
Previous Close: |
1.140 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-8.62% |
1 Month |
|
|
-58.43% |
3 Months |
|
|
-73.57% |
YTD |
|
|
-66.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.160 |
1.010 |
1M High / 1M Low: |
2.940 |
1.010 |
6M High / 6M Low: |
5.990 |
1.010 |
High (YTD): |
2024-03-07 |
5.990 |
Low (YTD): |
2024-08-12 |
1.010 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.098 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.924 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.597 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.37% |
Volatility 6M: |
|
119.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |