DZ Bank Call 3 IES 20.09.2024
/ DE000DJ666T5
DZ Bank Call 3 IES 20.09.2024/ DE000DJ666T5 /
| 8/5/2024 9:34:57 PM |
Chg.-0.060 |
Bid9:58:02 PM |
Ask8/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-11.54% |
0.460
Bid Size: 5,000 |
-
Ask Size: - |
INTESA SANPAOLO |
3.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ666T |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/4/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.22 |
| Parity: |
0.44 |
| Time value: |
0.11 |
| Break-even: |
3.55 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
5.77% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
4.95 |
| Rho: |
0.00 |
Quote data
| Open: |
0.390 |
| High: |
0.520 |
| Low: |
0.390 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.21% |
| 1 Month |
|
|
-23.33% |
| 3 Months |
|
|
-2.13% |
| YTD |
|
|
+666.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.520 |
| 1M High / 1M Low: |
0.810 |
0.520 |
| 6M High / 6M Low: |
0.810 |
0.069 |
| High (YTD): |
7/30/2024 |
0.810 |
| Low (YTD): |
1/17/2024 |
0.059 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.665 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.456 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.81% |
| Volatility 6M: |
|
152.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
