DZ Bank Call 35 COK 20.09.2024
/ DE000DJ8TCA4
DZ Bank Call 35 COK 20.09.2024/ DE000DJ8TCA4 /
| 2024-07-31 8:35:00 PM |
Chg.-0.020 |
Bid2024-07-31 |
Ask2024-07-31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-2.22% |
0.880
Bid Size: 1,875 |
1.160
Ask Size: 1,875 |
CANCOM SE O.N. |
35.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ8TCA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
27.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.34 |
| Parity: |
-2.10 |
| Time value: |
1.20 |
| Break-even: |
36.20 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.30 |
| Spread %: |
33.33% |
| Delta: |
0.38 |
| Theta: |
-0.02 |
| Omega: |
10.42 |
| Rho: |
0.02 |
Quote data
| Open: |
0.950 |
| High: |
1.060 |
| Low: |
0.800 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.04% |
| 1 Month |
|
|
-1.12% |
| 3 Months |
|
|
+69.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.530 |
| 1M High / 1M Low: |
1.070 |
0.530 |
| 6M High / 6M Low: |
1.070 |
0.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.892 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.678 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.32% |
| Volatility 6M: |
|
313.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
