DZ Bank Call 60 TOTB 20.09.2024
/ DE000DJ23UT0
DZ Bank Call 60 TOTB 20.09.2024/ DE000DJ23UT0 /
| 2024-08-02 9:05:53 AM |
Chg.-0.070 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-17.07% |
-
Bid Size: - |
-
Ask Size: - |
TOTALENERGIES SE EO... |
60.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23UT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TOTALENERGIES SE EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
0.11 |
| Time value: |
0.25 |
| Break-even: |
63.60 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.05 |
| Spread %: |
16.13% |
| Delta: |
0.60 |
| Theta: |
-0.03 |
| Omega: |
10.23 |
| Rho: |
0.04 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.07% |
| 1 Month |
|
|
-43.33% |
| 3 Months |
|
|
-58.54% |
| YTD |
|
|
-34.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.340 |
| 1M High / 1M Low: |
0.660 |
0.300 |
| 6M High / 6M Low: |
1.070 |
0.300 |
| High (YTD): |
2024-04-30 |
1.070 |
| Low (YTD): |
2024-01-23 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.453 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.591 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.81% |
| Volatility 6M: |
|
174.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
