DZ Bank Call 75 KBX 20.12.2024
/ DE000DJ3M0R6
DZ Bank Call 75 KBX 20.12.2024/ DE000DJ3M0R6 /
2024-08-28 9:34:51 PM |
Chg.0.000 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
0.00% |
0.400 Bid Size: 7,500 |
0.430 Ask Size: 7,500 |
KNORR-BREMSE AG INH... |
75.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DJ3M0R |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
KNORR-BREMSE AG INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-06-29 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
17.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.24 |
Parity: |
-0.18 |
Time value: |
0.42 |
Break-even: |
79.20 |
Moneyness: |
0.98 |
Premium: |
0.08 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.03 |
Spread %: |
7.69% |
Delta: |
0.50 |
Theta: |
-0.02 |
Omega: |
8.69 |
Rho: |
0.10 |
Quote data
Open: |
0.390 |
High: |
0.400 |
Low: |
0.360 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.14% |
1 Month |
|
|
+18.18% |
3 Months |
|
|
-18.75% |
YTD |
|
|
+143.75% |
1 Year |
|
|
-17.02% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.390 |
1M High / 1M Low: |
0.490 |
0.200 |
6M High / 6M Low: |
0.700 |
0.200 |
High (YTD): |
2024-05-15 |
0.700 |
Low (YTD): |
2024-02-13 |
0.090 |
52W High: |
2024-05-15 |
0.700 |
52W Low: |
2024-02-13 |
0.090 |
Avg. price 1W: |
|
0.418 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.349 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.404 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.303 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
290.43% |
Volatility 6M: |
|
211.89% |
Volatility 1Y: |
|
201.91% |
Volatility 3Y: |
|
- |