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DZ Bank Call 5 DEZ 20.12.2024/  DE000DJ5ABW6  /

Frankfurt Zert./DZB
2024-09-20  9:34:29 PM Chg.-0.050 Bid9:55:03 PM Ask9:55:03 PM Underlying Strike price Expiration date Option type
0.110EUR -31.25% 0.110
Bid Size: 2,500		 0.170
Ask Size: 2,500		 DEUTZ AG O.N. 5.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ5ABW
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTZ AG O.N.
Type: Warrant
Option type: Call
Strike price: 5.00 EUR
Maturity: 2024-12-20
Issue date: 2023-09-01
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 26.32
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.40
Parity: -0.53
Time value: 0.17
Break-even: 5.17
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.80
Spread abs.: 0.06
Spread %: 54.55%
Delta: 0.33
Theta: 0.00
Omega: 8.71
Rho: 0.00
 

Quote data

Open: 0.160
High: 0.160
Low: 0.110
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -35.29%
3 Months
  -57.69%
YTD
  -56.00%
1 Year
  -42.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.110
1M High / 1M Low: 0.170 0.100
6M High / 6M Low: 0.390 0.100
High (YTD): 2024-06-25 0.390
Low (YTD): 2024-09-06 0.100
52W High: 2024-06-25 0.390
52W Low: 2023-10-25 0.090
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.140
Avg. volume 1M:   0.000
Avg. price 6M:   0.283
Avg. volume 6M:   0.000
Avg. price 1Y:   0.258
Avg. volume 1Y:   0.000
Volatility 1M:   211.40%
Volatility 6M:   141.03%
Volatility 1Y:   132.28%
Volatility 3Y:   -