DZ Bank Call 75 LEG 20.09.2024
/ DE000DJ6RBM9
DZ Bank Call 75 LEG 20.09.2024/ DE000DJ6RBM9 /
| 26/07/2024 21:34:39 |
Chg.+0.020 |
Bid21:58:58 |
Ask21:58:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+2.56% |
0.790
Bid Size: 3,000 |
0.850
Ask Size: 3,000 |
LEG IMMOBILIEN SE NA... |
75.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ6RBM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LEG IMMOBILIEN SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
17/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.34 |
| Parity: |
0.52 |
| Time value: |
0.27 |
| Break-even: |
82.90 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
3.95% |
| Delta: |
0.71 |
| Theta: |
-0.04 |
| Omega: |
7.22 |
| Rho: |
0.08 |
Quote data
| Open: |
0.760 |
| High: |
0.820 |
| Low: |
0.730 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.23% |
| 1 Month |
|
|
+53.85% |
| 3 Months |
|
|
+5.26% |
| YTD |
|
|
-37.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.780 |
| 1M High / 1M Low: |
1.050 |
0.520 |
| 6M High / 6M Low: |
1.360 |
0.380 |
| High (YTD): |
17/05/2024 |
1.360 |
| Low (YTD): |
28/02/2024 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.756 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.773 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.69% |
| Volatility 6M: |
|
195.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
