DZ Bank Call 36250 Nikkei 225 Stock Average Index 06.09.2024
/ DE000DJ5CJ36
DZ Bank Call 36250 Nikkei 225 Sto.../ DE000DJ5CJ36 /
02/08/2024 21:34:58 |
Chg.-0.540 |
Bid21:59:46 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
-62.79% |
0.350 Bid Size: 10,000 |
- Ask Size: - |
- |
36,250.00 JPY |
06/09/2024 |
Call |
Master data
WKN: |
DJ5CJ3 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36,250.00 JPY |
Maturity: |
06/09/2024 |
Issue date: |
05/09/2023 |
Last trading day: |
05/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
637,237.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
598,990.10 |
Intrinsic value: |
9,360.26 |
Implied volatility: |
- |
Historic volatility: |
27.42 |
Parity: |
9,360.26 |
Time value: |
-9,359.32 |
Break-even: |
5,896,437.22 |
Moneyness: |
1.02 |
Premium: |
-0.02 |
Premium p.a.: |
-0.15 |
Spread abs.: |
0.02 |
Spread %: |
2.17% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.550 |
High: |
0.560 |
Low: |
0.250 |
Previous Close: |
0.860 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-77.93% |
1 Month |
|
|
-86.99% |
3 Months |
|
|
-82.42% |
YTD |
|
|
-63.22% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.680 |
0.860 |
1M High / 1M Low: |
3.590 |
0.860 |
6M High / 6M Low: |
3.590 |
0.860 |
High (YTD): |
10/07/2024 |
3.590 |
Low (YTD): |
03/01/2024 |
0.780 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.390 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.332 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.253 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
239.29% |
Volatility 6M: |
|
149.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |