DZ Bank Call 27 AHOG 20.12.2024
/ DE000DJ6JU74
DZ Bank Call 27 AHOG 20.12.2024/ DE000DJ6JU74 /
| 02/08/2024 21:34:49 |
Chg.+0.050 |
Bid21:58:01 |
Ask21:58:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+16.13% |
0.360
Bid Size: 15,000 |
0.370
Ask Size: 15,000 |
AHOLD DELHAIZE,KON.E... |
27.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ6JU7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AHOLD DELHAIZE,KON.EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
0.29 |
| Time value: |
0.08 |
| Break-even: |
30.70 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
6.56 |
| Rho: |
0.08 |
Quote data
| Open: |
0.340 |
| High: |
0.380 |
| Low: |
0.320 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
+80.00% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
+140.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.310 |
| 1M High / 1M Low: |
0.360 |
0.200 |
| 6M High / 6M Low: |
0.360 |
0.130 |
| High (YTD): |
02/08/2024 |
0.360 |
| Low (YTD): |
22/01/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.280 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.227 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.64% |
| Volatility 6M: |
|
114.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
