DZ Bank Call 24 DTE 21.03.2025
/ DE000DJ0S298
DZ Bank Call 24 DTE 21.03.2025/ DE000DJ0S298 /
| 03/12/2024 13:34:49 |
Chg.+0.030 |
Bid21:58:00 |
Ask03/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.710EUR |
+0.45% |
-
Bid Size: - |
-
Ask Size: - |
DT.TELEKOM AG NA |
24.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
DJ0S29 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
30/03/2023 |
| Last trading day: |
03/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.09 |
| Intrinsic value: |
4.92 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.13 |
| Parity: |
4.92 |
| Time value: |
1.84 |
| Break-even: |
30.76 |
| Moneyness: |
1.21 |
| Premium: |
0.06 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
-0.10 |
| Spread %: |
-1.46% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
3.28 |
| Rho: |
0.04 |
Quote data
| Open: |
6.790 |
| High: |
6.790 |
| Low: |
6.650 |
| Previous Close: |
6.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+26.60% |
| 3 Months |
|
|
+131.38% |
| YTD |
|
|
+916.67% |
| 1 Year |
|
|
+872.46% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.710 |
5.300 |
| 6M High / 6M Low: |
6.710 |
0.980 |
| High (YTD): |
03/12/2024 |
6.710 |
| Low (YTD): |
18/04/2024 |
0.510 |
| 52W High: |
03/12/2024 |
6.710 |
| 52W Low: |
18/04/2024 |
0.510 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.181 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.071 |
| Avg. volume 6M: |
|
2.203 |
| Avg. price 1Y: |
|
1.893 |
| Avg. volume 1Y: |
|
1.070 |
| Volatility 1M: |
|
44.17% |
| Volatility 6M: |
|
98.19% |
| Volatility 1Y: |
|
112.28% |
| Volatility 3Y: |
|
- |
