DZ Bank Call 22.5 ZAL 20.12.2024
/ DE000DJ2SDR1
DZ Bank Call 22.5 ZAL 20.12.2024/ DE000DJ2SDR1 /
| 2024-10-04 9:34:48 PM |
Chg.+0.020 |
Bid9:58:01 PM |
Ask2024-10-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+2.70% |
-
Bid Size: - |
-
Ask Size: - |
ZALANDO SE |
22.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ2SDR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.46 |
| Parity: |
0.67 |
| Time value: |
0.13 |
| Break-even: |
30.40 |
| Moneyness: |
1.30 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
2.60% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
3.05 |
| Rho: |
0.03 |
Quote data
| Open: |
0.730 |
| High: |
0.790 |
| Low: |
0.730 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.70% |
| 1 Month |
|
|
+347.06% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
+90.00% |
| 1 Year |
|
|
+61.70% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.720 |
| 1M High / 1M Low: |
0.760 |
0.130 |
| 6M High / 6M Low: |
0.760 |
0.130 |
| High (YTD): |
2024-10-04 |
0.760 |
| Low (YTD): |
2024-01-19 |
0.120 |
| 52W High: |
2024-10-04 |
0.760 |
| 52W Low: |
2024-01-19 |
0.120 |
| Avg. price 1W: |
|
0.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.478 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.405 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.387 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
331.78% |
| Volatility 6M: |
|
199.79% |
| Volatility 1Y: |
|
196.89% |
| Volatility 3Y: |
|
- |
