DZ Bank Call 5 Aegon Ltd. 20.09.2024
/ DE000DJ65K06
DZ Bank Call 5 Aegon Ltd. 20.09.2.../ DE000DJ65K06 /
| 2024-05-31 9:34:43 PM |
Chg.-0.010 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-1.04% |
0.950
Bid Size: 5,000 |
1.010
Ask Size: 5,000 |
- |
5.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ65K0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.22 |
| Parity: |
0.96 |
| Time value: |
0.07 |
| Break-even: |
6.03 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.06 |
| Spread %: |
6.19% |
| Delta: |
0.96 |
| Theta: |
0.00 |
| Omega: |
5.57 |
| Rho: |
0.01 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.930 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.83% |
| 1 Month |
|
|
+7.95% |
| 3 Months |
|
|
+41.79% |
| YTD |
|
|
+63.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
0.960 |
| 1M High / 1M Low: |
1.340 |
0.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-21 |
1.340 |
| Low (YTD): |
2024-03-04 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.124 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
