DZ Bank Call 40 COK 20.09.2024
/ DE000DJ711R3
DZ Bank Call 40 COK 20.09.2024/ DE000DJ711R3 /
| 09/07/2024 21:34:52 |
Chg.-0.001 |
Bid21:58:07 |
Ask21:58:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.013EUR |
-7.14% |
0.012
Bid Size: 5,000 |
0.042
Ask Size: 5,000 |
CANCOM SE O.N. |
40.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ711R |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
29/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
77.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.33 |
| Parity: |
-0.68 |
| Time value: |
0.04 |
| Break-even: |
40.43 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
1.69 |
| Spread abs.: |
0.03 |
| Spread %: |
230.77% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
12.28 |
| Rho: |
0.01 |
Quote data
| Open: |
0.015 |
| High: |
0.026 |
| Low: |
0.012 |
| Previous Close: |
0.014 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
-35.00% |
| 3 Months |
|
|
-60.61% |
| YTD |
|
|
-85.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.017 |
0.013 |
| 1M High / 1M Low: |
0.023 |
0.004 |
| 6M High / 6M Low: |
0.080 |
0.003 |
| High (YTD): |
01/02/2024 |
0.080 |
| Low (YTD): |
07/06/2024 |
0.003 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.015 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.014 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.029 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,115.72% |
| Volatility 6M: |
|
1,012.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
