DZ Bank Call 5.5 Aegon Ltd. 20.09.2024
/ DE000DJ65K14
DZ Bank Call 5.5 Aegon Ltd. 20.09.../ DE000DJ65K14 /
| 03/06/2024 09:05:53 |
Chg.- |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
- |
5.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ65K1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.22 |
| Parity: |
0.45 |
| Time value: |
0.09 |
| Break-even: |
6.04 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
5.88% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
9.82 |
| Rho: |
0.01 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+173.68% |
| YTD |
|
|
+62.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.520 |
| 1M High / 1M Low: |
0.860 |
0.520 |
| 6M High / 6M Low: |
0.860 |
0.180 |
| High (YTD): |
22/05/2024 |
0.860 |
| Low (YTD): |
05/03/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.564 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.694 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.404 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.87% |
| Volatility 6M: |
|
142.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
