DZ Bank Call 2.75 CEC 20.09.2024
/ DE000DJ711S1
DZ Bank Call 2.75 CEC 20.09.2024/ DE000DJ711S1 /
| 2024-06-28 11:05:57 AM |
Chg.-0.040 |
Bid2024-06-28 |
Ask2024-06-28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-7.69% |
0.480
Bid Size: 65,000 |
0.500
Ask Size: 65,000 |
CECONOMY AG INH O.N... |
2.75 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ711S |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CECONOMY AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.75 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-29 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.49 |
| Parity: |
0.34 |
| Time value: |
0.24 |
| Break-even: |
3.33 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.06 |
| Spread %: |
11.54% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
3.78 |
| Rho: |
0.00 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.480 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-17.24% |
| 3 Months |
|
|
+1197.30% |
| YTD |
|
|
+33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.520 |
| 1M High / 1M Low: |
0.740 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-06-12 |
0.740 |
| Low (YTD): |
2024-03-22 |
0.018 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.558 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.602 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
