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DZ Bank Call 420 TMO 21.06.2024/  DE000DJ5ND96  /

Frankfurt Zert./DZB
2024-06-04  2:34:50 PM Chg.-0.050 Bid2:37:01 PM Ask- Underlying Strike price Expiration date Option type
13.800EUR -0.36% 13.790
Bid Size: 3,000		 -
Ask Size: -		 Thermo Fisher Scient... 420.00 USD 2024-06-21 Call
 

Master data

WKN: DJ5ND9
Issuer: DZ Bank AG
Currency: EUR
Underlying: Thermo Fisher Scientific Inc
Type: Warrant
Option type: Call
Strike price: 420.00 USD
Maturity: 2024-06-21
Issue date: 2023-10-24
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.74
Leverage: Yes

Calculated values

Fair value: 13.78
Intrinsic value: 13.71
Implied volatility: 0.86
Historic volatility: 0.19
Parity: 13.71
Time value: 0.24
Break-even: 524.56
Moneyness: 1.36
Premium: 0.00
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 0.14%
Delta: 0.96
Theta: -0.28
Omega: 3.59
Rho: 0.17
 

Quote data

Open: 14.110
High: 14.110
Low: 13.760
Previous Close: 13.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.71%
1 Month
  -6.19%
3 Months
  -12.44%
YTD  
+18.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.040 13.260
1M High / 1M Low: 16.780 13.260
6M High / 6M Low: 17.120 8.750
High (YTD): 2024-03-08 17.120
Low (YTD): 2024-01-05 11.750
52W High: - -
52W Low: - -
Avg. price 1W:   13.712
Avg. volume 1W:   0.000
Avg. price 1M:   15.263
Avg. volume 1M:   0.000
Avg. price 6M:   13.771
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   59.48%
Volatility 6M:   66.67%
Volatility 1Y:   -
Volatility 3Y:   -