DZ Bank Call 5 Aegon Ltd. 20.09.2024
/ DE000DJ65K06
DZ Bank Call 5 Aegon Ltd. 20.09.2.../ DE000DJ65K06 /
| 05/06/2024 09:05:21 |
Chg.-0.050 |
Bid18:33:22 |
Ask18:33:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-5.38% |
0.870
Bid Size: 100,000 |
0.930
Ask Size: 100,000 |
- |
5.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ65K0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.22 |
| Parity: |
0.84 |
| Time value: |
0.07 |
| Break-even: |
5.91 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.06 |
| Spread %: |
7.06% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
5.99 |
| Rho: |
0.01 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.87% |
| 1 Month |
|
|
-4.35% |
| 3 Months |
|
|
+120.00% |
| YTD |
|
|
+51.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.930 |
| 1M High / 1M Low: |
1.350 |
0.930 |
| 6M High / 6M Low: |
1.350 |
0.400 |
| High (YTD): |
21/05/2024 |
1.350 |
| Low (YTD): |
05/03/2024 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.982 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.144 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.734 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.25% |
| Volatility 6M: |
|
104.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
