DZ Bank Call 27.5 COK 20.09.2024
/ DE000DJ6JVB7
DZ Bank Call 27.5 COK 20.09.2024/ DE000DJ6JVB7 /
| 2024-07-09 6:14:14 PM |
Chg.-0.060 |
Bid6:30:23 PM |
Ask6:30:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-10.17% |
0.550
Bid Size: 17,500 |
0.600
Ask Size: 17,500 |
CANCOM SE O.N. |
27.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ6JVB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.33 |
| Parity: |
0.57 |
| Time value: |
0.08 |
| Break-even: |
34.00 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
10.17% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
4.31 |
| Rho: |
0.04 |
Quote data
| Open: |
0.590 |
| High: |
0.620 |
| Low: |
0.530 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.02% |
| 1 Month |
|
|
+35.90% |
| 3 Months |
|
|
+39.47% |
| YTD |
|
|
+3.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.570 |
| 1M High / 1M Low: |
0.620 |
0.400 |
| 6M High / 6M Low: |
0.620 |
0.190 |
| High (YTD): |
2024-07-04 |
0.620 |
| Low (YTD): |
2024-03-20 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.512 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.397 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.30% |
| Volatility 6M: |
|
167.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
