DZ Bank Call 11 FTK 20.12.2024/  DE000DJ5J5H9  /

Frankfurt Zert./DZB
2024-06-14  9:34:42 PM Chg.-0.040 Bid9:59:08 PM Ask9:59:08 PM Underlying Strike price Expiration date Option type
0.260EUR -13.33% 0.260
Bid Size: 10,000
0.320
Ask Size: 10,000
FLATEXDEGIRO AG NA O... 11.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ5J5H
Issuer: DZ Bank AG
Currency: EUR
Underlying: FLATEXDEGIRO AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 11.00 EUR
Maturity: 2024-12-20
Issue date: 2023-10-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.12
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.22
Implied volatility: 0.51
Historic volatility: 0.41
Parity: 0.22
Time value: 0.10
Break-even: 14.20
Moneyness: 1.20
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.06
Spread %: 23.08%
Delta: 0.77
Theta: 0.00
Omega: 3.16
Rho: 0.04
 

Quote data

Open: 0.310
High: 0.320
Low: 0.260
Previous Close: 0.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month  
+8.33%
3 Months  
+293.94%
YTD  
+44.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.260
1M High / 1M Low: 0.350 0.230
6M High / 6M Low: 0.350 0.052
High (YTD): 2024-06-10 0.350
Low (YTD): 2024-03-11 0.052
52W High: - -
52W Low: - -
Avg. price 1W:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.303
Avg. volume 1M:   0.000
Avg. price 6M:   0.151
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.88%
Volatility 6M:   213.89%
Volatility 1Y:   -
Volatility 3Y:   -