DZ Bank Call 16 EVK 20.09.2024
/ DE000DJ52R87
DZ Bank Call 16 EVK 20.09.2024/ DE000DJ52R87 /
| 2024-05-27 12:34:59 PM |
Chg.+0.030 |
Bid9:58:06 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+7.89% |
-
Bid Size: - |
-
Ask Size: - |
EVONIK INDUSTRIES NA... |
16.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
DJ52R8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
EVONIK INDUSTRIES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-05-28 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.20 |
| Parity: |
0.32 |
| Time value: |
0.07 |
| Break-even: |
19.90 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
4.00 |
| Rho: |
0.03 |
Quote data
| Open: |
0.390 |
| High: |
0.420 |
| Low: |
0.390 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+7.89% |
| 3 Months |
|
|
+141.18% |
| YTD |
|
|
+36.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.410 |
0.360 |
| 6M High / 6M Low: |
0.430 |
0.140 |
| High (YTD): |
2024-05-14 |
0.430 |
| Low (YTD): |
2024-03-18 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.382 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.242 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.01% |
| Volatility 6M: |
|
118.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
