DZ Bank Call 3 IES 20.09.2024
/ DE000DJ666T5
DZ Bank Call 3 IES 20.09.2024/ DE000DJ666T5 /
| 01/08/2024 09:04:58 |
Chg.-0.090 |
Bid17:12:58 |
Ask17:12:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-10.84% |
0.630
Bid Size: 100,000 |
0.650
Ask Size: 100,000 |
INTESA SANPAOLO |
3.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
04/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.22 |
| Parity: |
0.75 |
| Time value: |
0.09 |
| Break-even: |
3.84 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
7.69% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
3.82 |
| Rho: |
0.00 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
+19.35% |
| 3 Months |
|
|
+29.82% |
| YTD |
|
|
+1113.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.720 |
| 1M High / 1M Low: |
0.830 |
0.590 |
| 6M High / 6M Low: |
0.830 |
0.077 |
| High (YTD): |
31/07/2024 |
0.830 |
| Low (YTD): |
17/01/2024 |
0.061 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.667 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.455 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.89% |
| Volatility 6M: |
|
145.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
