DZ Bank Call 5 APPH/D 20.09.2024
/ DE000DJ878R0
DZ Bank Call 5 APPH/D 20.09.2024/ DE000DJ878R0 /
| 29/05/2024 08:06:31 |
Chg.-0.56 |
Bid08:54:03 |
Ask08:54:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.07EUR |
-15.43% |
-
Bid Size: - |
-
Ask Size: - |
APONTIS PHARM. AG IN... |
5.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ878R |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
APONTIS PHARM. AG INH ON |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
06/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.47 |
| Intrinsic value: |
3.38 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.53 |
| Parity: |
3.38 |
| Time value: |
0.43 |
| Break-even: |
8.81 |
| Moneyness: |
1.68 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.75 |
| Spread %: |
24.51% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
1.94 |
| Rho: |
0.01 |
Quote data
| Open: |
3.07 |
| High: |
3.07 |
| Low: |
3.07 |
| Previous Close: |
3.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.12% |
| 1 Month |
|
|
-5.25% |
| 3 Months |
|
|
+90.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.10 |
3.63 |
| 1M High / 1M Low: |
4.32 |
3.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
