DZ Bank Call 65 LEG 20.09.2024
/ DE000DJ26VY1
DZ Bank Call 65 LEG 20.09.2024/ DE000DJ26VY1 /
| 02/08/2024 19:34:28 |
Chg.+0.180 |
Bid19:52:43 |
Ask19:52:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.030EUR |
+9.73% |
2.020
Bid Size: 10,500 |
2.100
Ask Size: 10,500 |
LEG IMMOBILIEN SE NA... |
65.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ26VY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LEG IMMOBILIEN SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
13/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.34 |
| Parity: |
1.82 |
| Time value: |
0.12 |
| Break-even: |
84.40 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.09 |
| Spread %: |
4.86% |
| Delta: |
0.91 |
| Theta: |
-0.04 |
| Omega: |
3.88 |
| Rho: |
0.08 |
Quote data
| Open: |
1.780 |
| High: |
2.050 |
| Low: |
1.710 |
| Previous Close: |
1.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.78% |
| 1 Month |
|
|
+65.04% |
| 3 Months |
|
|
+15.34% |
| YTD |
|
|
+6.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.850 |
1.640 |
| 1M High / 1M Low: |
1.930 |
1.230 |
| 6M High / 6M Low: |
2.200 |
0.840 |
| High (YTD): |
17/05/2024 |
2.200 |
| Low (YTD): |
28/02/2024 |
0.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.623 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.443 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.51% |
| Volatility 6M: |
|
134.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
