DZ Bank Call 36500 Nikkei 225 Stock Average Index 06.09.2024
/ DE000DJ5CJ44
DZ Bank Call 36500 Nikkei 225 Sto.../ DE000DJ5CJ44 /
| 2024-07-09 8:03:27 AM |
Chg.+0.43 |
Bid2:39:25 PM |
Ask2:39:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.03EUR |
+16.54% |
2.95
Bid Size: 100,000 |
2.97
Ask Size: 100,000 |
- |
36,500.00 JPY |
2024-09-06 |
Call |
Master data
| WKN: |
DJ5CJ4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36,500.00 JPY |
| Maturity: |
2024-09-06 |
| Issue date: |
2023-09-05 |
| Last trading day: |
2024-09-05 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
265,951.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
712,749.33 |
| Intrinsic value: |
76,298.70 |
| Implied volatility: |
- |
| Historic volatility: |
27.22 |
| Parity: |
76,298.70 |
| Time value: |
-76,296.02 |
| Break-even: |
6,364,533.43 |
| Moneyness: |
1.12 |
| Premium: |
-0.11 |
| Premium p.a.: |
-0.50 |
| Spread abs.: |
0.02 |
| Spread %: |
0.75% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.03 |
| High: |
3.03 |
| Low: |
3.03 |
| Previous Close: |
2.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.73% |
| 1 Month |
|
|
+71.19% |
| 3 Months |
|
|
+12.64% |
| YTD |
|
|
+293.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.64 |
2.20 |
| 1M High / 1M Low: |
2.64 |
1.46 |
| 6M High / 6M Low: |
3.21 |
0.90 |
| High (YTD): |
2024-03-22 |
3.21 |
| Low (YTD): |
2024-01-03 |
0.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.04 |
| Avg. volume 6M: |
|
8 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.02% |
| Volatility 6M: |
|
142.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
