DZ Bank Call 22.5 GLJ 20.12.2024
/ DE000DJ2NUY2
DZ Bank Call 22.5 GLJ 20.12.2024/ DE000DJ2NUY2 /
| 7/12/2024 6:12:26 PM |
Chg.+0.020 |
Bid8:00:01 PM |
Ask8:00:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+4.26% |
0.500
Bid Size: 10,000 |
0.580
Ask Size: 10,000 |
GRENKE AG NA O.N. |
22.50 - |
12/20/2024 |
Call |
Master data
| WKN: |
DJ2NUY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GRENKE AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.50 - |
| Maturity: |
12/20/2024 |
| Issue date: |
9/25/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.33 |
| Parity: |
0.41 |
| Time value: |
0.15 |
| Break-even: |
28.10 |
| Moneyness: |
1.18 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
19.15% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
3.70 |
| Rho: |
0.07 |
Quote data
| Open: |
0.480 |
| High: |
0.530 |
| Low: |
0.480 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.95% |
| 1 Month |
|
|
+345.45% |
| 3 Months |
|
|
+122.73% |
| YTD |
|
|
+6.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.330 |
| 1M High / 1M Low: |
0.470 |
0.080 |
| 6M High / 6M Low: |
0.470 |
0.080 |
| High (YTD): |
7/11/2024 |
0.470 |
| Low (YTD): |
6/14/2024 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.233 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
676.48% |
| Volatility 6M: |
|
317.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
