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DZ Bank Call 2.75 CEC 20.12.2024/  DE000DJ4BGJ3  /

Frankfurt Zert./DZB
2024-07-31  9:34:55 PM Chg.-0.010 Bid9:58:55 PM Ask9:58:55 PM Underlying Strike price Expiration date Option type
0.390EUR -2.50% 0.390
Bid Size: 6,500		 0.450
Ask Size: 6,500		 CECONOMY AG INH O.N... 2.75 EUR 2024-12-20 Call
 

Master data

WKN: DJ4BGJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: CECONOMY AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 2.75 EUR
Maturity: 2024-12-20
Issue date: 2023-07-21
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.08
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.05
Implied volatility: 0.61
Historic volatility: 0.48
Parity: 0.05
Time value: 0.41
Break-even: 3.21
Moneyness: 1.02
Premium: 0.15
Premium p.a.: 0.42
Spread abs.: 0.06
Spread %: 15.00%
Delta: 0.61
Theta: 0.00
Omega: 3.69
Rho: 0.00
 

Quote data

Open: 0.400
High: 0.430
Low: 0.390
Previous Close: 0.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.88%
1 Month
  -30.36%
3 Months  
+160.00%
YTD
  -11.36%
1 Year
  -45.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.400
1M High / 1M Low: 0.580 0.350
6M High / 6M Low: 0.860 0.050
High (YTD): 2024-06-18 0.860
Low (YTD): 2024-03-22 0.050
52W High: 2024-06-18 0.860
52W Low: 2024-03-22 0.050
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.457
Avg. volume 1M:   0.000
Avg. price 6M:   0.335
Avg. volume 6M:   0.000
Avg. price 1Y:   0.335
Avg. volume 1Y:   0.000
Volatility 1M:   155.52%
Volatility 6M:   195.52%
Volatility 1Y:   221.36%
Volatility 3Y:   -