DZ Bank Call 60 LEG 20.09.2024/  DE000DJ26VX3  /

EUWAX
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:   -