DZ Bank Call 29000 Nikkei 225 Stock Average Index 06.09.2024
/ DE000DJ22D64
DZ Bank Call 29000 Nikkei 225 Sto.../ DE000DJ22D64 /
| 01/08/2024 08:07:11 |
Chg.-0.67 |
Bid09:37:31 |
Ask09:37:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.51EUR |
-10.84% |
5.50
Bid Size: 20,000 |
5.52
Ask Size: 20,000 |
- |
29,000.00 JPY |
06/09/2024 |
Call |
Master data
| WKN: |
DJ22D6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
29,000.00 JPY |
| Maturity: |
06/09/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
05/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
115,661.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
638,445.97 |
| Intrinsic value: |
152,383.50 |
| Implied volatility: |
- |
| Historic volatility: |
27.51 |
| Parity: |
152,383.50 |
| Time value: |
-152,377.98 |
| Break-even: |
4,860,746.12 |
| Moneyness: |
1.31 |
| Premium: |
-0.24 |
| Premium p.a.: |
-0.93 |
| Spread abs.: |
0.02 |
| Spread %: |
0.36% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
5.51 |
| High: |
5.51 |
| Low: |
5.51 |
| Previous Close: |
6.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.99% |
| 1 Month |
|
|
-10.55% |
| 3 Months |
|
|
-4.01% |
| YTD |
|
|
+63.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.18 |
5.24 |
| 1M High / 1M Low: |
7.64 |
5.24 |
| 6M High / 6M Low: |
7.64 |
4.68 |
| High (YTD): |
11/07/2024 |
7.64 |
| Low (YTD): |
03/01/2024 |
3.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.07 |
| Avg. volume 6M: |
|
6.69 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.28% |
| Volatility 6M: |
|
65.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
