DZ Bank Call 6.25 ENL 20.09.2024
/ DE000DJ26T13
DZ Bank Call 6.25 ENL 20.09.2024/ DE000DJ26T13 /
| 09/08/2024 09:08:46 |
Chg.0.000 |
Bid13:15:26 |
Ask13:15:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
0.00% |
0.310
Bid Size: 65,000 |
0.330
Ask Size: 65,000 |
ENEL S.P.A. ... |
6.25 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ26T1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENEL S.P.A. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.25 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
13/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
0.18 |
| Time value: |
0.21 |
| Break-even: |
6.64 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.05 |
| Spread %: |
14.71% |
| Delta: |
0.64 |
| Theta: |
0.00 |
| Omega: |
10.49 |
| Rho: |
0.00 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
-56.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.260 |
| 1M High / 1M Low: |
0.680 |
0.260 |
| 6M High / 6M Low: |
0.710 |
0.100 |
| High (YTD): |
16/05/2024 |
0.710 |
| Low (YTD): |
11/04/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.463 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.353 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.39% |
| Volatility 6M: |
|
203.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
