DZ Bank Call 65 LEG 20.09.2024
/ DE000DJ26VY1
DZ Bank Call 65 LEG 20.09.2024/ DE000DJ26VY1 /
| 7/26/2024 9:04:35 PM |
Chg.+0.040 |
Bid7/26/2024 |
Ask7/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.650EUR |
+2.48% |
1.650
Bid Size: 7,500 |
1.730
Ask Size: 7,500 |
LEG IMMOBILIEN SE NA... |
65.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.34 |
| Parity: |
1.52 |
| Time value: |
0.16 |
| Break-even: |
81.80 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.09 |
| Spread %: |
5.66% |
| Delta: |
0.87 |
| Theta: |
-0.04 |
| Omega: |
4.13 |
| Rho: |
0.08 |
Quote data
| Open: |
1.590 |
| High: |
1.690 |
| Low: |
1.570 |
| Previous Close: |
1.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.85% |
| 1 Month |
|
|
+39.83% |
| 3 Months |
|
|
+18.71% |
| YTD |
|
|
-13.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.710 |
1.610 |
| 1M High / 1M Low: |
1.930 |
1.180 |
| 6M High / 6M Low: |
2.200 |
0.840 |
| High (YTD): |
5/17/2024 |
2.200 |
| Low (YTD): |
2/28/2024 |
0.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.652 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.542 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.435 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.86% |
| Volatility 6M: |
|
135.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
