DZ Bank Call 75 LEG 20.09.2024
/ DE000DJ6RBM9
DZ Bank Call 75 LEG 20.09.2024/ DE000DJ6RBM9 /
| 28/06/2024 21:34:34 |
Chg.-0.040 |
Bid21:58:07 |
Ask21:58:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-6.35% |
0.590
Bid Size: 3,000 |
0.620
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: |
11.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.36 |
| Parity: |
0.13 |
| Time value: |
0.53 |
| Break-even: |
81.60 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
4.76% |
| Delta: |
0.59 |
| Theta: |
-0.04 |
| Omega: |
6.83 |
| Rho: |
0.09 |
Quote data
| Open: |
0.640 |
| High: |
0.650 |
| Low: |
0.590 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.67% |
| 1 Month |
|
|
-47.79% |
| 3 Months |
|
|
-37.23% |
| YTD |
|
|
-53.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.520 |
| 1M High / 1M Low: |
1.180 |
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: |
|
0.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.800 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.792 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.22% |
| Volatility 6M: |
|
187.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
