DZ Bank Call 1 HDD 20.09.2024
/ DE000DJ5LF39
DZ Bank Call 1 HDD 20.09.2024/ DE000DJ5LF39 /
| 6/5/2024 6:13:38 PM |
Chg.+0.010 |
Bid7:59:01 PM |
Ask7:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+5.00% |
0.210
Bid Size: 7,500 |
0.320
Ask Size: 7,500 |
HEIDELBERG.DRUCKMA.O... |
1.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ5LF3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG.DRUCKMA.O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.37 |
| Parity: |
0.18 |
| Time value: |
0.14 |
| Break-even: |
1.32 |
| Moneyness: |
1.18 |
| Premium: |
0.12 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.12 |
| Spread %: |
60.00% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
2.66 |
| Rho: |
0.00 |
Quote data
| Open: |
0.200 |
| High: |
0.240 |
| Low: |
0.200 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
+320.00% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
-38.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.190 |
| 1M High / 1M Low: |
0.240 |
0.050 |
| 6M High / 6M Low: |
0.340 |
0.030 |
| High (YTD): |
1/2/2024 |
0.290 |
| Low (YTD): |
4/25/2024 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.169 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
392.99% |
| Volatility 6M: |
|
266.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
