DZ Bank Call 1 HDD 20.12.2024
/ DE000DJ5AGB9
DZ Bank Call 1 HDD 20.12.2024/ DE000DJ5AGB9 /
2024-10-31 6:13:52 PM |
Chg.0.000 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.080EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
HEIDELBERG.DRUCKMA.O... |
1.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ5AGB |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
HEIDELBERG.DRUCKMA.O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-09-01 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
5.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.34 |
Historic volatility: |
0.40 |
Parity: |
-0.05 |
Time value: |
0.17 |
Break-even: |
1.17 |
Moneyness: |
0.95 |
Premium: |
0.23 |
Premium p.a.: |
3.47 |
Spread abs.: |
0.09 |
Spread %: |
112.50% |
Delta: |
0.56 |
Theta: |
0.00 |
Omega: |
3.16 |
Rho: |
0.00 |
Quote data
Open: |
0.080 |
High: |
0.100 |
Low: |
0.080 |
Previous Close: |
0.080 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+166.67% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-52.94% |
YTD |
|
|
-69.23% |
1 Year |
|
|
-60.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.030 |
1M High / 1M Low: |
0.090 |
0.025 |
6M High / 6M Low: |
0.310 |
0.025 |
High (YTD): |
2024-06-17 |
0.310 |
Low (YTD): |
2024-10-23 |
0.025 |
52W High: |
2024-06-17 |
0.310 |
52W Low: |
2024-10-23 |
0.025 |
Avg. price 1W: |
|
0.072 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.050 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.134 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.152 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
728.00% |
Volatility 6M: |
|
351.91% |
Volatility 1Y: |
|
276.93% |
Volatility 3Y: |
|
- |