DZ Bank Call 20 EVK 20.09.2024
/ DE000DJ23A66
DZ Bank Call 20 EVK 20.09.2024/ DE000DJ23A66 /
| 2024-07-08 9:34:35 PM |
Chg.-0.020 |
Bid9:58:36 PM |
Ask9:58:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-4.35% |
0.420
Bid Size: 1,250 |
0.720
Ask Size: 1,250 |
EVONIK INDUSTRIES NA... |
20.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23A6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
EVONIK INDUSTRIES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
25.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-0.62 |
| Time value: |
0.76 |
| Break-even: |
20.76 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.30 |
| Spread %: |
65.22% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
11.43 |
| Rho: |
0.02 |
Quote data
| Open: |
0.450 |
| High: |
0.550 |
| Low: |
0.430 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
+69.23% |
| 3 Months |
|
|
+25.71% |
| YTD |
|
|
-16.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.330 |
| 1M High / 1M Low: |
0.530 |
0.220 |
| 6M High / 6M Low: |
0.740 |
0.001 |
| High (YTD): |
2024-05-14 |
0.740 |
| Low (YTD): |
2024-03-18 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.395 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.270 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
354.18% |
| Volatility 6M: |
|
6,038.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
