DZ Bank Call 2.5 IES 20.09.2024
/ DE000DJ20V15
DZ Bank Call 2.5 IES 20.09.2024/ DE000DJ20V15 /
| 2024-07-29 9:08:27 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
INTESA SANPAOLO |
2.50 - |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20V1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.50 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-07-30 |
| 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: |
1.24 |
| High: |
1.24 |
| Low: |
1.24 |
| Previous Close: |
1.20 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.33% |
| 1 Month |
|
|
+13.76% |
| 3 Months |
|
|
+14.81% |
| YTD |
|
|
+342.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.24 |
| 1M High / 1M Low: |
1.24 |
1.07 |
| 6M High / 6M Low: |
1.24 |
0.36 |
| High (YTD): |
2024-07-29 |
1.24 |
| Low (YTD): |
2024-01-03 |
0.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
33.07% |
| Volatility 6M: |
|
78.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
