DZ Bank Call 42.5 EBO 20.09.2024
/ DE000DJ8B4C8
DZ Bank Call 42.5 EBO 20.09.2024/ DE000DJ8B4C8 /
| 2024-07-29 9:34:41 AM |
Chg.+0.030 |
Bid2024-07-29 |
Ask2024-07-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+5.45% |
0.580
Bid Size: 50,000 |
0.600
Ask Size: 50,000 |
ERSTE GROUP BNK INH.... |
42.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ8B4C |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
0.53 |
| Time value: |
0.10 |
| Break-even: |
48.70 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
10.71% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
6.32 |
| Rho: |
0.05 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.580 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.00% |
| 1 Month |
|
|
+81.25% |
| 3 Months |
|
|
+132.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.480 |
| 1M High / 1M Low: |
0.550 |
0.390 |
| 6M High / 6M Low: |
0.550 |
0.040 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.475 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.266 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.85% |
| Volatility 6M: |
|
241.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
