DZ Bank Call 60 LEG 20.09.2024
/ DE000DJ26VX3
DZ Bank Call 60 LEG 20.09.2024/ DE000DJ26VX3 /
| 2024-07-26 6:13:15 PM |
Chg.+0.05 |
Bid8:15:35 PM |
Ask8:15:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.14EUR |
+2.39% |
2.13
Bid Size: 7,500 |
2.22
Ask Size: 7,500 |
LEG IMMOBILIEN SE NA... |
60.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26VX |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LEG IMMOBILIEN SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.05 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.34 |
| Parity: |
2.02 |
| Time value: |
0.14 |
| Break-even: |
81.60 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
4.35% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
3.34 |
| Rho: |
0.08 |
Quote data
| Open: |
2.07 |
| High: |
2.17 |
| Low: |
2.06 |
| Previous Close: |
2.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.47% |
| 1 Month |
|
|
+32.92% |
| 3 Months |
|
|
+18.89% |
| YTD |
|
|
-6.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.19 |
2.09 |
| 1M High / 1M Low: |
2.38 |
1.61 |
| 6M High / 6M Low: |
2.68 |
1.17 |
| High (YTD): |
2024-05-17 |
2.68 |
| Low (YTD): |
2024-02-28 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.86% |
| Volatility 6M: |
|
117.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
