DZ Bank Call 2.75 IES 20.09.2024
/ DE000DJ59AD0
DZ Bank Call 2.75 IES 20.09.2024/ DE000DJ59AD0 /
| 2024-07-10 9:08:12 AM |
Chg.0.000 |
Bid5:36:00 PM |
Ask5:36:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
0.00% |
0.840
Bid Size: 100,000 |
0.900
Ask Size: 100,000 |
INTESA SANPAOLO |
2.75 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ59AD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.75 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.21 |
| Parity: |
0.80 |
| Time value: |
0.08 |
| Break-even: |
3.63 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
7.32% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
3.56 |
| Rho: |
0.00 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.35% |
| 1 Month |
|
|
-2.35% |
| 3 Months |
|
|
+36.07% |
| YTD |
|
|
+492.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.830 |
| 1M High / 1M Low: |
0.870 |
0.650 |
| 6M High / 6M Low: |
0.980 |
0.160 |
| High (YTD): |
2024-05-17 |
0.980 |
| Low (YTD): |
2024-01-17 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.801 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.570 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.96% |
| Volatility 6M: |
|
127.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
