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DZ Bank Call 25 COK 20.12.2024/  DE000DJ3MS84  /

Frankfurt Zert./DZB
2024-07-08  3:35:06 PM Chg.+0.010 Bid3:36:35 PM Ask3:36:35 PM Underlying Strike price Expiration date Option type
0.900EUR +1.12% 0.900
Bid Size: 50,000		 0.920
Ask Size: 50,000		 CANCOM SE O.N. 25.00 - 2024-12-20 Call
 

Master data

WKN: DJ3MS8
Issuer: DZ Bank AG
Currency: EUR
Underlying: CANCOM SE O.N.
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2024-12-20
Issue date: 2023-06-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.49
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.82
Implied volatility: 0.49
Historic volatility: 0.34
Parity: 0.82
Time value: 0.13
Break-even: 34.50
Moneyness: 1.33
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.06
Spread %: 6.74%
Delta: 0.86
Theta: -0.01
Omega: 2.99
Rho: 0.09
 

Quote data

Open: 0.880
High: 0.930
Low: 0.880
Previous Close: 0.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.65%
1 Month  
+38.46%
3 Months  
+45.16%
YTD  
+25.00%
1 Year  
+63.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.860
1M High / 1M Low: 0.890 0.670
6M High / 6M Low: 0.890 0.360
High (YTD): 2024-07-05 0.890
Low (YTD): 2024-03-19 0.360
52W High: 2024-07-05 0.890
52W Low: 2023-10-25 0.240
Avg. price 1W:   0.876
Avg. volume 1W:   0.000
Avg. price 1M:   0.790
Avg. volume 1M:   0.000
Avg. price 6M:   0.626
Avg. volume 6M:   0.000
Avg. price 1Y:   0.556
Avg. volume 1Y:   0.000
Volatility 1M:   98.99%
Volatility 6M:   110.96%
Volatility 1Y:   122.67%
Volatility 3Y:   -