DZ Bank Call 27.5 COK 20.12.2024
/ DE000DJ4BGF1
DZ Bank Call 27.5 COK 20.12.2024/ DE000DJ4BGF1 /
| 16/07/2024 18:13:02 |
Chg.+0.010 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+1.54% |
-
Bid Size: - |
-
Ask Size: - |
CANCOM SE O.N. |
27.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ4BGF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
21/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.33 |
| Parity: |
0.52 |
| Time value: |
0.19 |
| Break-even: |
34.60 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
9.23% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
3.60 |
| Rho: |
0.08 |
Quote data
| Open: |
0.650 |
| High: |
0.690 |
| Low: |
0.640 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.76% |
| 1 Month |
|
|
+26.92% |
| 3 Months |
|
|
+26.92% |
| YTD |
|
|
+15.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.630 |
| 1M High / 1M Low: |
0.710 |
0.510 |
| 6M High / 6M Low: |
0.710 |
0.260 |
| High (YTD): |
04/07/2024 |
0.710 |
| Low (YTD): |
20/03/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.627 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.489 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.26% |
| Volatility 6M: |
|
135.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
