DZ Bank Call 25 COK 20.09.2024
/ DE000DJ20UC2
DZ Bank Call 25 COK 20.09.2024/ DE000DJ20UC2 /
| 01/08/2024 08:21:51 |
Chg.0.000 |
Bid09:40:52 |
Ask09:40:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
0.00% |
0.800
Bid Size: 50,000 |
0.830
Ask Size: 50,000 |
CANCOM SE O.N. |
25.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ20UC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.34 |
| Parity: |
0.79 |
| Time value: |
0.08 |
| Break-even: |
33.70 |
| Moneyness: |
1.32 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.09 |
| Spread %: |
11.54% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
3.30 |
| Rho: |
0.03 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+56.00% |
| YTD |
|
|
+18.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.680 |
| 1M High / 1M Low: |
0.840 |
0.670 |
| 6M High / 6M Low: |
0.840 |
0.290 |
| High (YTD): |
04/07/2024 |
0.840 |
| Low (YTD): |
20/03/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.583 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.32% |
| Volatility 6M: |
|
141.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
