DZ Bank Call 95 KRN 20.12.2024
/ DE000DJ2SB39
DZ Bank Call 95 KRN 20.12.2024/ DE000DJ2SB39 /
| 10/09/2024 18:11:06 |
Chg.+0.02 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
+0.77% |
-
Bid Size: - |
-
Ask Size: - |
KRONES AG O.N. |
95.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ2SB3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
KRONES AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.52 |
| Intrinsic value: |
2.42 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
2.42 |
| Time value: |
0.29 |
| Break-even: |
122.10 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
5.86% |
| Delta: |
0.87 |
| Theta: |
-0.04 |
| Omega: |
3.83 |
| Rho: |
0.21 |
Quote data
| Open: |
2.56 |
| High: |
2.61 |
| Low: |
2.56 |
| Previous Close: |
2.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.95% |
| 1 Month |
|
|
+5.67% |
| 3 Months |
|
|
-18.69% |
| YTD |
|
|
+14.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.61 |
2.29 |
| 1M High / 1M Low: |
3.02 |
2.29 |
| 6M High / 6M Low: |
3.77 |
2.29 |
| High (YTD): |
08/05/2024 |
3.77 |
| Low (YTD): |
05/01/2024 |
1.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.26% |
| Volatility 6M: |
|
74.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
