DZ Bank Call 30 COK 20.09.2024
/ DE000DJ22832
DZ Bank Call 30 COK 20.09.2024/ DE000DJ22832 /
| 7/31/2024 4:05:54 PM |
Chg.-0.03 |
Bid4:15:23 PM |
Ask4:15:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.75EUR |
-1.08% |
2.79
Bid Size: 7,500 |
2.89
Ask Size: 7,500 |
CANCOM SE O.N. |
30.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ2283 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
10.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.54 |
| Intrinsic value: |
2.90 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.34 |
| Parity: |
2.90 |
| Time value: |
0.22 |
| Break-even: |
33.12 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.36 |
| Spread %: |
13.04% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
9.81 |
| Rho: |
0.04 |
Quote data
| Open: |
2.82 |
| High: |
2.89 |
| Low: |
2.71 |
| Previous Close: |
2.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.57% |
| 1 Month |
|
|
+8.27% |
| 3 Months |
|
|
+83.33% |
| YTD |
|
|
+30.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.78 |
2.30 |
| 1M High / 1M Low: |
3.00 |
2.30 |
| 6M High / 6M Low: |
3.00 |
0.76 |
| High (YTD): |
7/22/2024 |
3.00 |
| Low (YTD): |
3/20/2024 |
0.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.99% |
| Volatility 6M: |
|
180.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
