DZ Bank Call 27.5 ZAL 20.12.2024
/ DE000DJ40CW6
DZ Bank Call 27.5 ZAL 20.12.2024/ DE000DJ40CW6 /
2024-10-04 6:11:48 PM |
Chg.0.000 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
ZALANDO SE |
27.50 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ40CW |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ZALANDO SE |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
27.50 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-08-21 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.62 |
Historic volatility: |
0.46 |
Parity: |
0.17 |
Time value: |
0.26 |
Break-even: |
31.70 |
Moneyness: |
1.06 |
Premium: |
0.09 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.04 |
Spread %: |
10.53% |
Delta: |
0.64 |
Theta: |
-0.02 |
Omega: |
4.47 |
Rho: |
0.03 |
Quote data
Open: |
0.350 |
High: |
0.390 |
Low: |
0.350 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.78% |
1 Month |
|
|
+1750.00% |
3 Months |
|
|
+131.25% |
YTD |
|
|
+60.87% |
1 Year |
|
|
+27.59% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.350 |
1M High / 1M Low: |
0.370 |
0.006 |
6M High / 6M Low: |
0.440 |
0.006 |
High (YTD): |
2024-04-17 |
0.440 |
Low (YTD): |
2024-09-11 |
0.006 |
52W High: |
2024-04-17 |
0.440 |
52W Low: |
2024-09-11 |
0.006 |
Avg. price 1W: |
|
0.364 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.192 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.181 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.203 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
2,030.98% |
Volatility 6M: |
|
843.29% |
Volatility 1Y: |
|
612.83% |
Volatility 3Y: |
|
- |