DZ Bank Call 30250 Nikkei 225 Stock Average Index 06.09.2024
/ DE000DJ22EB4
DZ Bank Call 30250 Nikkei 225 Sto.../ DE000DJ22EB4 /
| 01/08/2024 08:07:13 |
Chg.-0.69 |
Bid08:58:37 |
Ask08:58:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.74EUR |
-12.71% |
4.77
Bid Size: 20,000 |
4.79
Ask Size: 20,000 |
- |
30,250.00 JPY |
06/09/2024 |
Call |
Master data
| WKN: |
DJ22EB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30,250.00 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: |
133,847.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
638,445.82 |
| Intrinsic value: |
131,432.25 |
| Implied volatility: |
- |
| Historic volatility: |
27.51 |
| Parity: |
131,432.25 |
| Time value: |
-131,427.48 |
| Break-even: |
5,070,251.16 |
| Moneyness: |
1.26 |
| Premium: |
-0.21 |
| Premium p.a.: |
-0.90 |
| Spread abs.: |
0.02 |
| Spread %: |
0.42% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.74 |
| High: |
4.74 |
| Low: |
4.74 |
| Previous Close: |
5.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.82% |
| 1 Month |
|
|
-13.03% |
| 3 Months |
|
|
-5.95% |
| YTD |
|
|
+70.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.43 |
4.50 |
| 1M High / 1M Low: |
6.93 |
4.50 |
| 6M High / 6M Low: |
6.93 |
4.01 |
| High (YTD): |
11/07/2024 |
6.93 |
| Low (YTD): |
03/01/2024 |
2.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.76% |
| Volatility 6M: |
|
73.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
