DZ Bank Call 5.5 ZIL 20.12.2024
/ DE000DJ26TX7
DZ Bank Call 5.5 ZIL 20.12.2024/ DE000DJ26TX7 /
| 31/05/2024 18:13:33 |
Chg.+0.09 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
+8.91% |
-
Bid Size: - |
-
Ask Size: - |
ELRINGKLINGER AG |
5.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ26TX |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELRINGKLINGER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
13/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.39 |
| Parity: |
0.45 |
| Time value: |
0.71 |
| Break-even: |
6.66 |
| Moneyness: |
1.08 |
| Premium: |
0.12 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.06 |
| Spread %: |
5.45% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
3.46 |
| Rho: |
0.02 |
Quote data
| Open: |
1.00 |
| High: |
1.10 |
| Low: |
1.00 |
| Previous Close: |
1.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.88% |
| 1 Month |
|
|
-32.52% |
| 3 Months |
|
|
+34.15% |
| YTD |
|
|
+3.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
0.92 |
| 1M High / 1M Low: |
1.67 |
0.91 |
| 6M High / 6M Low: |
2.11 |
0.59 |
| High (YTD): |
09/04/2024 |
2.11 |
| Low (YTD): |
08/02/2024 |
0.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
1,363.64 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
889.60 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.83% |
| Volatility 6M: |
|
150.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
