DZ Bank Call 32.5 KGX 20.09.2024
/ DE000DJ59AR0
DZ Bank Call 32.5 KGX 20.09.2024/ DE000DJ59AR0 /
| 2024-07-05 9:34:56 PM |
Chg.+0.020 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+2.53% |
0.810
Bid Size: 8,000 |
0.870
Ask Size: 8,000 |
KION GROUP AG |
32.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ59AR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
KION GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.36 |
| Parity: |
0.73 |
| Time value: |
0.15 |
| Break-even: |
41.20 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
7.41% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
3.74 |
| Rho: |
0.05 |
Quote data
| Open: |
0.810 |
| High: |
0.840 |
| Low: |
0.790 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.00% |
| 1 Month |
|
|
-13.83% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-12.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.730 |
| 1M High / 1M Low: |
1.010 |
0.660 |
| 6M High / 6M Low: |
1.910 |
0.660 |
| High (YTD): |
2024-03-21 |
1.910 |
| Low (YTD): |
2024-06-25 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.837 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.243 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.62% |
| Volatility 6M: |
|
101.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
