DZ Bank Call 80 SIX2 20.09.2024
/ DE000DJ23RN9
DZ Bank Call 80 SIX2 20.09.2024/ DE000DJ23RN9 /
| 2024-07-08 6:11:09 PM |
Chg.+0.010 |
Bid7:59:02 PM |
Ask7:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+12.50% |
0.090
Bid Size: 5,000 |
0.120
Ask Size: 5,000 |
SIXT SE ST O.N. |
80.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23RN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
61.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.31 |
| Parity: |
-1.21 |
| Time value: |
0.11 |
| Break-even: |
81.10 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
1.40 |
| Spread abs.: |
0.03 |
| Spread %: |
37.50% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
11.87 |
| Rho: |
0.02 |
Quote data
| Open: |
0.080 |
| High: |
0.100 |
| Low: |
0.080 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.76% |
| 1 Month |
|
|
-60.87% |
| 3 Months |
|
|
-93.88% |
| YTD |
|
|
-96.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.054 |
| 1M High / 1M Low: |
0.270 |
0.054 |
| 6M High / 6M Low: |
2.070 |
0.054 |
| High (YTD): |
2024-01-02 |
2.450 |
| Low (YTD): |
2024-07-02 |
0.054 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.136 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.971 |
| Avg. volume 6M: |
|
102.362 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
352.92% |
| Volatility 6M: |
|
237.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
