DZ Bank Call 2.5 IES 20.09.2024
/ DE000DJ20V15
DZ Bank Call 2.5 IES 20.09.2024/ DE000DJ20V15 /
| 29/07/2024 15:04:24 |
Chg.+0.010 |
Bid21:58:00 |
Ask29/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
+0.83% |
-
Bid Size: - |
-
Ask Size: - |
INTESA SANPAOLO |
2.50 - |
20/09/2024 |
Call |
Master data
| WKN: |
DJ20V1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.50 - |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
30/07/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
1.61 |
| Historic volatility: |
0.22 |
| Parity: |
0.94 |
| Time value: |
0.32 |
| Break-even: |
3.76 |
| Moneyness: |
1.38 |
| Premium: |
0.09 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.07 |
| Spread %: |
5.88% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
2.19 |
| Rho: |
0.00 |
Quote data
| Open: |
1.250 |
| High: |
1.250 |
| Low: |
1.220 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.83% |
| 1 Month |
|
|
+11.93% |
| 3 Months |
|
|
+25.77% |
| YTD |
|
|
+335.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
1.220 |
| 1M High / 1M Low: |
1.230 |
1.060 |
| 6M High / 6M Low: |
1.250 |
0.360 |
| High (YTD): |
17/05/2024 |
1.250 |
| Low (YTD): |
17/01/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.887 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
32.21% |
| Volatility 6M: |
|
79.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
