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: |
|
- |
