DZ Bank Call 30 RRTL 20.09.2024
/ DE000DJ26ZE4
DZ Bank Call 30 RRTL 20.09.2024/ DE000DJ26ZE4 /
| 7/26/2024 1:05:46 PM |
Chg.-0.004 |
Bid1:41:38 PM |
Ask1:41:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.076EUR |
-5.00% |
0.080
Bid Size: 40,000 |
0.090
Ask Size: 40,000 |
RTL GROUP |
30.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ26ZE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
RTL GROUP |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-0.06 |
| Time value: |
0.11 |
| Break-even: |
31.10 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.03 |
| Spread %: |
37.50% |
| Delta: |
0.47 |
| Theta: |
-0.01 |
| Omega: |
12.46 |
| Rho: |
0.02 |
Quote data
| Open: |
0.074 |
| High: |
0.080 |
| Low: |
0.074 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.71% |
| 1 Month |
|
|
-24.00% |
| 3 Months |
|
|
-63.81% |
| YTD |
|
|
-87.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.080 |
| 1M High / 1M Low: |
0.160 |
0.080 |
| 6M High / 6M Low: |
0.660 |
0.080 |
| High (YTD): |
1/8/2024 |
0.750 |
| Low (YTD): |
7/25/2024 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.259 |
| Avg. volume 6M: |
|
157.480 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.27% |
| Volatility 6M: |
|
194.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
