DZ Bank Call 180 CGM 20.09.2024
/ DE000DJ20UJ7
DZ Bank Call 180 CGM 20.09.2024/ DE000DJ20UJ7 /
8/14/2024 9:07:59 AM |
Chg.- |
Bid8:55:05 AM |
Ask8:55:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
- |
- Bid Size: - |
- Ask Size: - |
CAPGEMINI SE INH. EO... |
180.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
DJ20UJ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CAPGEMINI SE INH. EO 8 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
10/9/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
31.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.21 |
Parity: |
-0.27 |
Time value: |
0.56 |
Break-even: |
185.60 |
Moneyness: |
0.99 |
Premium: |
0.05 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.03 |
Spread %: |
5.66% |
Delta: |
0.47 |
Theta: |
-0.10 |
Omega: |
14.85 |
Rho: |
0.08 |
Quote data
Open: |
0.520 |
High: |
0.520 |
Low: |
0.520 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.89% |
1 Month |
|
|
-69.77% |
3 Months |
|
|
-84.29% |
YTD |
|
|
-79.85% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.450 |
1M High / 1M Low: |
2.160 |
0.370 |
6M High / 6M Low: |
5.100 |
0.370 |
High (YTD): |
2/26/2024 |
5.100 |
Low (YTD): |
8/5/2024 |
0.370 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.508 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.192 |
Avg. volume 1M: |
|
43.478 |
Avg. price 6M: |
|
2.826 |
Avg. volume 6M: |
|
86.614 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
436.38% |
Volatility 6M: |
|
216.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |