DZ Bank Call 25 COK 20.09.2024
/ DE000DJ20UC2
DZ Bank Call 25 COK 20.09.2024/ DE000DJ20UC2 /
| 7/9/2024 6:13:08 PM |
Chg.-0.070 |
Bid6:48:13 PM |
Ask6:48:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-8.64% |
0.760
Bid Size: 17,500 |
0.830
Ask Size: 17,500 |
CANCOM SE O.N. |
25.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.33 |
| Parity: |
0.82 |
| Time value: |
0.07 |
| Break-even: |
33.90 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
11.25% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
3.30 |
| Rho: |
0.04 |
Quote data
| Open: |
0.810 |
| High: |
0.840 |
| Low: |
0.740 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.33% |
| 1 Month |
|
|
+29.82% |
| 3 Months |
|
|
+37.04% |
| YTD |
|
|
+12.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.790 |
| 1M High / 1M Low: |
0.840 |
0.600 |
| 6M High / 6M Low: |
0.840 |
0.290 |
| High (YTD): |
7/4/2024 |
0.840 |
| Low (YTD): |
3/20/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.719 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.557 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.92% |
| Volatility 6M: |
|
138.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
